Though I question how much that is really worth. All it does is alert you to an already infected machine "phoning home". Useful, but not essential IMO, it's better not to get infected in the first place. Provided you are aware that it won't alert you to suspicious outbound traffic, the the XP firewall is perfectly adequate, though I would much prefer to use it in conjunction with a router that at least has NAT on it, or better still a proper SPI firewall. The Windows firewall then becomes a second line of defence, for which it is just fine.