Double Up Your Firewalls
In the past, I have recommended that you disable Windows XP’s built-in firewall and install a third-party firewall. One of the major reasons for this is that the firewall does not monitor outgoing connections, which leaves you unprotected from malware already on your PC.
This is why broadband users, too, should double up on their firewalls. Now, I do nto recommend installing 2 software firewalls. This would be a bad idea. However, many broadband users have a hardware firewall. Some broadband modems have them built in, and most routers have a firewall built-in.
These firewalls do a good job of preventing inbound attachs. But, at the same time, you should install and run a software firewall to help you catch outgoing connections to the internet. This will help you catch and control any malware on your PC trying to make a connection to the internet. Between the two firewalls, you will be pretty well covered.