You need update your OS.. XP goes end of life on April 8th this year.. (so 3 days as I write this).
and reports are that people who write malware are waiting for that date to then release their latest attacks on XP, knowing it will not be patched.
So your XP firewall is OK.. but not a great firewall.. but you really need more than a firewall to protect you - you need a properly supported OS.
HTH
Cheers