I assume that this will be SP2 which has it's own firewall which is turned on by default.
If your ADSL modem/router has it's own firewall that should be adequate. If not consider downloading and setting up ZoneAlarm, which gives you better protection. Once you have downloaded it, disconnect from the Net, disable the Windows firewall and install the ZoneAlarm firewall (you shouldn't have two firewalls running on the same machine.)
It sounds like you will get it with an AV package already installed. Update this the very first thing you do when you connect for the first time.
Then download and install the Microsoft AntiSpyware application from
http://www.microsoft.com/athome/secu...e/default.mspx
Despite being from M$ it is an excellent defence (Microsoft bought it from Giant Software). Make sure you activate "Realtime Protection" and "Automatic Updates".
Now you're fairly safe and can plonk around finding drivers and generally exploring.
I suggest that you also do two other things.
1) Go to
http://www.dougknox.com/xp/utils/xp_emerutils.htm and download and run the Emergency Utilities script. Read the Web page for details.
2) Go to
http://www.larshederer.homepage.t-online.de/erunt/ and download and install the ERUNT utility. Read the Web page for details.
You should probably also install AdAware and SpyBot S&D and a a couple of other things that help keep you safe, but if you like we can talk about that later.
The critical moments are when you first connect to the Web - you really need to update your AV software immediately and also run Windows Update - then Microsoft AntiSpyware.
Although I loathe M$ business practices, in it's current incarnation is a very nice and stable platform - I'm sure you'll enjoy it.
PS: I would also suggest that you download and run Mozilla Firefox as an alternative to Internet Explorer. It is a much more modern and secure browser and much nicer to use.
Good luck!