I want you to download a free firewall NOW from one of these excellent vendors:
1) Comodo (Uncheck during installation "Install COMODO Antivirus (Recommended)"!, "Install Comodo SafeSurf..", Make Comodo my default search provider" and "Make Comodo Search my homepage")
2) Online Armor
3) PC Tools
5) ZoneAlarm (uncheck ZoneAlarm Spy Blocker during installation if you choose this one)
If you are using the built-in Windows XP firewall, it is not recommended as it does not block outgoing connections. This means that any malware on your computer is free to "phone home" for more instructions. Simply put, Windows XP contains a mediocre firewall. This firewall is NO replacement for a dedicated software solution. Remember to use only one firewall at the same time.
Remember to uninstall Trend before installing another firewall.