Oh, heck, as Koasati saids, XP's personal Firewall leave more than a little to be desired. SyGate has been around for a while and does a very good job of it.
Something people want to keep in mind about the updates also is this, Microsoft is now putting IPv6 out there for download. This version allows someone to tunnel through NAT boxes which is as stupid as I figure anyone can get when designing a protocol. Yes it is useful I suppose for VPN and such, but it takes a solid network protection device and punches a hoel through it. I would suggest no one update to it for a while until they figure out all the holes they have added to the stack. I do run it, but I have a bit different setup here and I only run it on one machine and that is to play around with it...
http://home.eunet.no/~pnordahl/ntpasswd/
you create a Linux Bootdisk that allows you in to do the deeds needed to
get into the system when rebooting into NT... yes XP *is* NT
if you haven't been able to get in, I hope this works for you, follow the directions and all should be fine...