What Ian says and also ZA is known to be problematic. I'd concider a few free alternatives.
http://www.personalfirewall.comodo.com/
http://www.sunbelt-software.com/Kerio.cfm
You can disable the XP firewall by :-
Click Start button
Click Control Panel
Click Security Center
Click Windows Firewall at the bottom of that window then click OFF.
Before doing so make sure you're ready and prepared to install an alternative firewall as you don't want to not be not protected.