I might think about investing if people advise me that the XP one is a bit pants and that a purchased one might be more manageable and more secure.
You wanted a reason to invest (at least the time to download the free ZoneAlarm) so here we go. The firewall in WindowsXP is only good for stopping stuff from getting in to your computer. The other firewalls mentioned so far can also stop stuff from getting out. Many of the recent viruses and trojans would get onto your computer and either start searching the network for more computers to infect or contact a specific computer so someone could take control of your computer. If everyone had a good firewall most of the viruses that came out in the past couple years would not have gotten very far. Even Microsoft has recognised this and the next version of their firewall will be able to control outbound traffic as well.
goates