Enabling the XP firewall is extremely simple, happily enough.
Go to 'start / control panel / network and Internet
connections / network connections' then right click on your Internet connection
(which should be at the top of the page) and select 'properties.'
Now go to the 'advanced' tab
and place a check the 'internet connection firewall' box.
Your PC
is now protected by the Windows XP firewall.
Essentially what this means is that the firewall runs as a
process on your computer and examines all data coming into your system via the
Internet connection. Unless the data was solicited, or is a specific approved
kind (in other words, the data is received on a port that has been specifically
opened in the firewall) it will be dropped.
Now that the firewall is
enabled, you can breath a little easier knowing your PC is protected. Consult
the security and configuration section of this PCSTATS Guide for
more details on configuring the XP firewall.