Hello Björn!
Can't say that I'm fully satisfied with only MS own
Firewall. At first the file "alg.exe" (firewall-file)
does not start until after the OS is running every
function. This means that if you got ADSL or broadband
the firewall starts after you have been connected (if
only if you are connected upon start). Happends to me
time to time.
Another thing that the firewall does not support is IPv6
which means that attacks from clients or servers using
that can drill holes in the "poor mans firewall" which MS
self calls it.
I suggest a firewall with several tweaking possibilities
like the one you named (Internet Security 2004 or
likewise). On top of this I suggest that you install
Lavasofts awardwinning AD-Aware 6.0 and Ghost 12 Popup
killer (the last one for anoying popups).
The last in this matter I want to mention is that Anti
Virus (updated frequently) is a most.
Good luck in your Surfing.
/Mats
Ps. You can if you like to consult my URL:
http://www.prohebio.tk were you under Länkar(Swedish for
links) can make the choice "Windows" were you can find
warious links about securing Windows XP and other MS
products.
Ha de ...

Ds.