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Is the built in windows xp firewall any good?

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I've got a healthy dose of skepticism for the product, because it's windows & microsoft. Is the built in windows xp firewall any good? Despite being a user of many MSN products, I find myself very skeptical of their firewall & always have it turned off, instead relying on a hardware firewall for my home network. Should I turn on the Windows XP firewall then, or just leave it off & not worry about it?