Sorry to rain on your parade, but the XP Firewall being inbound only isn't enough.
Whilst the windows XP firewall is usually good at keeping your ports stealthed (hidden) it provides no outbound protection and you should consider a third party firewall.
Any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (sensitive or otherwise, user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.
Whilst I'm no big fan of Zone Alarm, there are others excluding Comodo which comes in suite form and includes an AV (a no, no), which you would have to remove.
Many forum users are using these:
- PC Tools Firewall seems to have the least user headaches as it doesn't seem to be constantly asking the user questions about this and that.
- Online Armor for the most parts fine but it has caused some users grief after avast program updates and that is something you have to watch out for.
- Outpost Firewall 2009 free, a cut down version of the Outpost Firewall Pro version, which should still provide good protection, http://free.agnitum.com/
. Download, http://www.filehippo.com/download_outpost_firewall/