Even though you have a hardware firewall (router), it's still a good idea to have a software firewall install. I use ZoneAlarm free version.
It's one of the better ones you can get, and it's free.
To stop the annoying notifications, go to the control panel in xp, open
security center, click (bottom link on left) "change the way security center alerts me" uncheck the firewall option. I uncheck all options.
I was losing my internet connection so I took my computer in for service. The tech installed a new ethernet card and told me also that my firewall (I was using the free Comodo firewall) was causing me to lose my internet connection. He suggested installing a router instead so I purchased and installed a Netgear wireless router. The box says it provides double furewall security and is that really true? Will this be alot better then a normal firewall? Also, is there a way to stop that annoying "You don't have a firewall message installed" everytime I turn on my computer????