Service pack 2 for Windows XP made great advances with the built-in firewall over previous versions. Many features have been added to make it very competitive with other software based firewalls on the market. As with other software based firewalls, there is a period of time during boot up phase where the firewall does not protect you, a dedicated firewall does not share this defect. According to many anti-virus companies, the latest form of Bagle virus can now disable Windows firewall remotely, exposing your system to the Internet unprotected. It does this by sending emails containing harmful attachments like previous versions of the virus. These attachments are typically called 'prices.exe', 'runme.exe', or 'joke.cpl'. The virus sends our copies of the virus using spoofed sender addresses. Many virus products do not scan control panel applet file although they function similar to regular programs.
Although we recommend against using Windows XP built in firewall for machines accessing the Internet it does provide some level of protection while it is running. Hardware firewalls tend to be more secure than their software counterparts, and generally more suited as a s ecurity device.