It's a standard component of Windows XP, so you have it.
If you want to find out if it's *running*, go to Start | Settings
| Control Panel | Network Connections. Click your connection,
click Properties, and go to the Advanced tab. Look at the check
box for Internet Connection Firewall to see if it's running.
Right click on My Network Places - choose Properties -
right click on your current connection - choose
Properties - choose Advanced - check turn on Firewall if
it already hasn't been checked.
R-click on the icon for the connection you use for the Internet, take
properties. On the Advanced page, check the box to 'Protect My
Computer' to put the firewall into action
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