Cool, so Sygate has not problem, but one thing I noticed before is other firewalls usually get the traffic before ICF does.
I ran the previous build with a software firewall also, and it was catching all the traffic before the XP firewall. I've also noticed that when one firewall permits it, its already being allowed, and when one allows it other software firewalls might be powerless to stop it. I've seen this happen more than once as one firewall allowed it, the second one was set to stop it, but it still got through as it was allowed by the first one.
Anyway that is a theory based on experience using other software firewalls.
A way to verify this easily would be to have a system with no additional firewall installed, and only use the xp sp2 firewall. I admit I'm running with network, and connection monitors all the time right now as I don't fully trust inbound protection only. However I'm using common sense, and software which I know as more secure like Mozilla Firefox since I don't trust IE to be secure even with all its features disabled.