Couldn't agree more, and if you are also behind a router then it doesn't get any safer.
Regards
SHL
The problem with the WinXP firewall and most home routers is that they will not stop any virus, trojan or keylogger on your computer from sending data out to the internet. The routers assume all traffic coming from your computer is legitimate and won't do anything to stop it (unless you have blocked specific ports). ZoneAlarm, Sygate and the others however will try to stop things from going out that shouldn't.
An ineteresting idea for firewalls are the ones built in to nVidia's nForce 3 and 4 motherboards. The nForce 4 versions in particular will block in and outbound traffic while taking most of the network traffic and firewall load off of the PC.
goates