The built-in firewall capability in Windows XP works extremely...

The built-in firewall capability in Windows XP works extremely well. I stopped using Zone Alarm after testing both side by side. Essentially the various sites on the Internet that try and test your connection for security holes could not see my machine using either firewall.

In my view every piece of software I DON'T have to add to my machine is good.

While I'm talking about Windows XP I should also say that the Internet Connection Sharing facilities are also very good and keep your home network running while also hidden from the Internet.