I assume you are firewalled by a broadband router anyway, no? In that case, you should be fairly adequately protected as long as your XP versions are fully patched and you are running a good virus scanner full time.
I haven't run a software based firewall since getting broadband three or four years ago, and I've never suffered a successful attack or hack. I do keep my OS and virus scanners pretty assiduously maintained, though.
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