if you talking about just filtering port.
may be this is work for you.
open your network connection properties.
(If you use Local area connection to access internet choose that,
If you use dialup choose dialup one you use )
choose tcp/ip Properties.
select advanced...
select options tab
choose TCP/IP filtering > click Properties
check marked on TCP/IP Filtering
marked on permit Only
add port number which you need to use.
here is tip from microsoft Knowlidgebase article 309798
How to : Configure TCP/IP Filtering in windows 2000
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