YeeeHaaa!! Success!
EGLD, ORAC, I couldn't find TCP/IP filtering in XP Home. ORAC, your MS link mentioned that you could do it in XP Pro, but did not mention Home. I fiddled around a bit but could not find a route into TCP/IP filtering - closest I got was TCP/IP properties or advanced, neither of which took me to filtering, which seems to confirm that some goodies needed by fiddlers like me aren't in Home. But thanks, 'cos I've learned a bit in the process.
Richard, you suggested McAfee software firewall, but as I have a paid-for, licensed copy of Zone Alarm I didn't want to double up in the software firewall area. But thanks for following my travails, and those of many other prooners. I like to follow your links and suggestions in this forum and note what I find out. Trouble is, my FIFO stack is full and I really struggle to retain it all, but thanks anyway.
Mac, RTFM, I've just given away an old PII box

The new owner has had a few probs, but I can't yet tell if it the H or the M in the HMI (Human-Machine-Interface) that's the problem. If I get it back I may well go that route.
F_S_D No, I don't have the XP firewall on as well, only ZA. From what I've read, one should only use one software firewall, and ZA is more comprehensive than XP built in one, or so I'm led to believe. Concur, I think SG is pushing a bit of a barrow with MS, but I love his site - lots of info that I can (mostly) understand.
Peg, You get the cigar.

How would you like that, sir? Hand rolled on the tanned thigh of a dusky Cuban maiden, perhaps?
TCPView was just the tool I was after - it told me that Windows Explorer (explorer.exe) was holding port 1024 open. I removed Windows Explorer from the allowed list in Zone Alarm and re-booted. When I next opened Windows Explorer after the re-boot, ZA asked if I wanted to allow explorer to be a server. I answered "No" (I had previously answered "Yes" on the basis of info contained in the FAQ on the ZoneAlarm site.)
Lo! Port 1024 was stealthed
I guess I will find out eventually (when something doesn't work) but in the meantime can anyone tell me why Windows Explorer wants to be a server, and what is the effect of allowing/disallowing that?
Muchas Gratias to all
AA