The Windows XP firewall included in the OS is only to make your machine stealth to invaders. But, it doesn't keep stuff inside your computer from getting out (i.e. viruses, trojans, etc.) So, it's recommended that you get a 3rd party firewall, like <A HREF="http://www.zonealarm.com" target="_new">ZoneAlarm</A> or <A HREF="http://www.tinysoftware.com" target="_new">Tiny Personal Firewall</A>, to keep applications from accessing the internet that you might not want to. (They're both free!)
This site's great for checking the security on your machine:
<A HREF="http://grc.com" target="_new">Steve Gibson's Shield's Up!</A>
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