Saab is correct that a much cleaner and more efficient option would be to go to a proper hardware firewall as incorporated into a NAT Router.
A cheaper option would be to use something like windows firewall which is built into xp (is it sp2 onwards its present from I cant recall) or vista. However it may be that if this is already enabled (which it could well be if all other ports seem shut) then your OS thinks your running a web server and is allowing this through.
At which point you could un-install the web server part of the OS but that would be a whole different thread altogether - it would be easier to just disable the service and leave the port open - but this has the downside of you being visible on the net.