Windows XP SP2 firewall is completely useless, I have it disabled all the time. Software firewalls are also very stupid and useless. They are only good if you have downloaded a worm or some type of virus that communicates through the internet. If you have a good anti-virus you shouldn't have to worry about one. Do you think it's really necessary to block internet traffic from AIM or something? These programs are just hoaxes, annoying, and silly.
I also have another point to make across, nobody wants to hack you. period. Do you have some government top secret files? Some passwords or access codes to some state of the art biophysics nuclear reactor? I hate to break it to you but nobody wants to download your book report from 5th grade.
If you really are that paranoid, a hardware firewall that are built into most routers should suffice. If you really do download some nasty virus or file from the internet by accident, an anti-virus should take care of you.
To sum up, my recommendation:
- Disable Windows XP firewall completely
- Don't use software firewalls
- Get a router, and port forward the ports that you need
- Get a decent anti-virus, and keep the definitions up to date
- Don't download or open risky files (espectially small .exe files, we all know this)
- Use a secure browser like Opera or Firefox, I haven't tried the new IE but I will never use IE again anyways