I just spied this in today's LockerGnome Windows Daily. For those of you who've been curious about the Internet Connection Firewall in Windows XP, read on - you may be at (slight) risk.
<hr>The following is why I am a big fan of using either a router or some type of hardware firewall on your home network. From the Microsoft Knowledge Base: "When you start or shut down your Windows XP-based computer, the Internet Connection Firewall (ICF) does not filter or provide firewall services. During the startup or shutdown process, users can connect to your computer or to any program or service that may be available. Note that other than these two times, ICF works correctly. This issue occurs because during startup and shutdown, the user-mode service is not available. Because of this, the filter driver does not know which policy to enforce, and does not filter anything." Please note that this may not be an issue with other software firewall alternatives, such as ZoneAlarm or Tiny Personal Firewall.<hr>
I couldn't turn this up in the Knowledgebase, no matter what I tried - but I did find several references to it on the Internet at large. Use caution!!