If you have the firewalls such as Zonealarm, they do work and the attempt fails. I offer no support for firewalls and leave than to zonelabs.com I have learned it best to uninstall it, get the network working (XP is SP2 so the worms don't get in) and then install the firewall later.
A wifi router is 20 bucks or so and a cleaner solution.
I just recently got a new laptop, a IBM T42, and I also have a new fujitsu-siemens desktop. Both are using Windows XP, although the laptop is XP Pro. So, I have a DSL connection at home, as t-online as my provider. I decided recently to use my wireless capability on my laptop, and got a 3Com