For security reasons, most users should typically always have their Windows Firewall turned on. Here is how to check in WindowsXP if your firewall is turned on. If not, follow the steps to turn it on immediately.
1. From the Windows Start Menu, select Control Panel.
2. If your Control Panel looks like …

that means that you are in Classic View. Click the Windows Firewall icon.
3. If on the other hand, your Control Panel looks like …

that means that you are in Category View. Click Security Center. And when the Windows Security Center dialog comes up,

click the link Windows Firewall that is under the “Manage security settings for” section.
4. When you get to the Windows Firewall dialog, select the On radio button.

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