For years I ignored the built-in XP Firewall simply because, whilst it does a reasonable job stopping incoming nasties, it let's anything go out.
I had been using the free version of Outpost.
Last week I found this:
Windows 7 Firewall Control for XP:
and I have been trying it out.
So far so good, simple to use and does it's job. Might be of interest to some you?