XP2 firewall and McAfee Firewall are quite compatible.
You are correct that XP2 firewall is weak in that it only monitors incoming traffic. This means if you have a nasty app embedded in your system, you will be unable to stop it from calling home. In fact you won't even know it's calling home. That is why you need a third party firewall like McAfee which keeps an eye on traffic going both ways. I like McAfee firewall. I am glad you got it OEM with our Dell.
My OEM (Dell) system was delivered with McAfee Personal Firewall already installed. However, the OS (WinXP Home, SP2) offers Windows Firewall.
Should I disable Windows Firewall in favor of McAfee?
I've heard through the 'techie' grapevine that Windows Firewall is somewhat 'weak' (translation: WF allows any valid *Microsoft/Windows Service* unrestricted outbound communcations ... while keeping a close eye on all incoming traffic).
Am inclined to enable McAfee and just be done with it
Thoughts, comments anybody?