@ noadware
Whilst the windows XP firewall is usually good at keeping your ports stealthed (hidden) it provides no outbound protection and you should consider a third party firewall. I would however, say you need to look at a third party firewall to protect against unauthorised outbound connections.

Any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.

  • Zone Alarm free http://www.zonelabs.com works fine with avast and has a reasonably friendly user interface. There are others, Comodo, Sunbelt Kerio, Jetico, etc.

See some firewall tests for comparison, some are freeware but many are paid for versions http://www.firewallleaktester.com/tests.php. Also see http://www.thefreecountry.com/security/firewalls.shtml