The problem with the XP firewall is that is does not restrict any outbound ports / processes. This poses a security threat, especially on your LAN. I would recomend a firewall like Sygate, it is very flexible, let's you create very flexible rules and does a good job of process control.
Well, you guys have given me a lot to think about. There seems to be just one lone voice for XP firewall. Also, no voices for Outpost that I used to have on my old computer. I guess I'll have to check out Zone Alarm or Sygate. Thanks again for the input!
The reason the XP firewall appears to just "sit there" (in my opinion) is because it knows what is safe and what is not safe unlike most of the others that know nothing except for what you tell it what you THINK is safe and what is not.
I say again (this is my opinion) so dont anybody go flippin out.