Microsoft Knowledge Base Article 833977 contains the following summary:
The Windows Firewall feature in Windows XP Service Pack 2 (SP2) includes significant enhancements to help protect your computer from attack by malicious users or by malicious software such as viruses . Windows Firewall replaces the Internet Connection Firewall (ICF) feature that is included in earlier versions of Windows XP . By default, Windows Firewall is turned on for all network connections, including connections to the Internet . For additional information about Windows Firewall, click the following article number to view the article in the Microsoft Knowledge Base:
843090 Description of the Windows Firewall feature in Windows XP Service Pack 2 (SP2)This step-by-step article describes how to turn on remote debugging when you are using Microsoft Windows Firewall in Microsoft Windows XP with SP2.