A. If you already have a non-Microsoft firewall on your computer, you should continue to use it. If you do not have a firewall, then you have a choice. If you want a simple firewall that is very easy to configure, then you should use the Windows XP Internet Connection Firewall. If you want more advanced control over the traffic that passes through your computer and you also want to block outgoing traffic (that is the traffic from your computer out to the Internet) then choose a personal firewall from another company.