The XP sp2 Firewall is too simplistic in its design to be of any real use. I find it too easy to circumvent and I wouldn’t trust it at all.
If you’d take the time to properly configure the more potent personal firewalls out there (including Comodo Firewall Pro), or even configure and employ a perimeter firewall, the rewards are truly tenfold. You’ll quickly see all the benefits and your customers/users would really appreciate your efforts
Windows Firewall only blocks or patrols incoming traffic and it can be easily turned off by another application, possibly a worm.
If you consider that firewall sofware from Norton and other companies can simply switch off windows firewall when they are installed (and then switch it back on if they are uninstalled) this should be enough reason to obtain improved protection. Think about this - if these can turn off the windows firewall how easy is it for some Malware to do the same?
A good quality third party firewall can protect your computer much much better than the windows firewall and I am convinced that Comodo Firewall is the best - check out the various posts regarding leak tests on these forums and you will get a better idea of why this Firewall is so good.