:P Thats great Windows XP fire wall is adequate BUT it wont stop info been sent from your PC if you have spy ware, do you have AD Aware SE on your system ? this is a program that can scan and remove spy ware ?
I run AD AWare PRO every day but i would suggest a Firewall Program Zone Alarm is Good and easy to set up and its Free (very user friendly) and if you decide to install ZA it will turn off XP firewall for you.