http://support.microsoft.com/kb/813878/en-us <--- via ipsec
alternativ:
Ports Lock - English
A personal firewall for Windows NT/2000/XP that fully supports user-level security. Once Ports-Lock is installed, administrators can control which users can access what TCP/IP based protocols (HTTP, FTP, SMTP, POP3, Telnet, etc.) on a local computer, depending on the time of day and day of the week. PortsLock lets you set allowed/denied TCP/UDP ports and IP-addresses for incoming and outgoing connections.
http://www.johannrain-softwareentwicklung.de/smartline.htm#ports-lock-enand also done with the win firewall in xp:
http://www.manageengine.com/products/desktop-central/help/computer_configuration/configuring_windows_xp_firewall.html