Do you use any firewalls besides the one that's built on to windows xp sp2? I like the firewall in SP2, it allows the programs you want to get pass the firewall..I've tried programs such as Zonealarm in the past, and its very annoying with the popup. Everytime a program goes through, or other normal activities from online takes place.
On a note, Zonealarm is stronger, and more protective than the built in firewall in SP2