frauxm,

There is a built in firewall in WinXP (turned on by default in SP2) but it only provides inbound protection.

These are two very good and easy to use Firewalls.

Zonealarm: http://download.zonelabs.com/bin/free/1012_zl/zlsSetup_55_062_004.exe

Sygate: http://www.simtel.com/product.download.mirrors.php?id=53687

Note: Only use one of the firewalls, as using more then one Firewall at the same time can cause serious system instability.

–lee