The major difference is that The XP firewall is now 
program-based like the Zonealarm firewall.  By clicking 'add program,' we 
bring up a list of installed software which can be selected to allow that 
program to open up ports and act as a server.     
  

This is a much better way of 
doing things than the previous 'service' configuration method, which required 
the user to know the port or ports that each application needed in order to 
allow them through the firewall.  It's also much more intuitive for users 
not familiar with the operation of firewalls.  An 'add port' button still 
exists, allowing users to specify custom ports to open.     
    

        Also, with the 'change scope' button you can specify whether the exception you 
have just  created should apply to all remote computers, just the ones on 
your network, or a specific group of IP addresses.  This is necessary as the XP firewall now covers all network 
interfaces on the computer, not just the Internet connection.    
  

This brings us to the 
'advanced' tab.  The 'network connection settings' section allows you to 
specify custom settings for each separate network connection, apart from the 
main 'exceptions' list you saw previously.  The implementation of this is a 
bit odd though, as when you select an interface and hit 'settings' you are 
presented with a list of 'services' which can be enabled or disabled and the 
option to create new ones or edit them.