This is utterly *horrid* advice.

First, which flavor of Windows one uses has *NO* bearing on the need for a
proper outboard (commonly called "hardware") firewall which remains an
absolute requirement in ALL cases.

Secondly, in *NO* case is the "pseudo-firewall" supplied with WinXP even
marginally close to adequate.

Third, *NO* "firewall" program running on the same WinBox it is attempting
to
protect can *ever* be trusted. Here is just the tip of the iceberg:

Explain yourself (to me it sounds like you dont have a full understanding of
firewalls or software based firewalls)

You can't block a port with software that runs on the same machine
where
the attacks are aimed. That's like trying to stop bullets by shoving
Kevlar up your backside. By the time the bullet hits the Kevlar, the
damage has been done.
-- Morely 'Spam is theft' Dotes in NANAE, 13-AUG-2003

I think this backs up my first statement..
It's best to look at it LIKE THIS.. (in VERRY simple terms)
Say that someone is packetflooding port 80 on your pc.. so you block it
locally.. HERE is what happens..
Broadband - Pc = Flooded PcPort (net is useless)
now..
Broadband - Router - PC = Flooded RouterPort (net is useless)

Either way .. the net is .. useless

ZoneAlarm/Symantic/(few others) Firewalls can do the job JUST AS GOOD as a
hardware router (that has a firewall)..
If you dont belive that's the case then You should get the tech docs to your
routers (Linksys would be a good place to start, as their firmware is open
source)