Windows XP Service Pack 2 and above comes with a built in firewall. To check its status open the control panel.
From the Control Panel, Choose Windows Security
Center,


From the Control Panel, Choose
Network
Connections, Right Click on Local Area Connection
icon, and Choose Properties from the popup menu.

Clicking on Settings above gives you

The Exceptions Tab shows you the current list of programs that are allowed through the firewall and if you need to permit an existing program through the firewall you can add it from the Exceptions tab above.
