The Windows XP operating system comes with a built-in one-way firewall called ICF (short for Internet Connection Firewall).
In Windows XP and Windows XP Service Pack 1, ICF is turned off by
default. However, in Service Pack 2, ICF is turned on by
default.
To enable the Windows XP ICF, open the Network Connections part of the Control Panel (Start -> Settings -> Control Panel -> Network Connections).
You may see several network connections listed in the Network Connections
area. In this user's case, the available options include a dialup
connection, an Ethernet (LAN) connection, and another Ethernet
(LAN) connection which is a virtual adapter for a campus VPN
client.
In this case, the correct icon to choose is the non-VPN LAN connection, which is highlighted:

Right-click on the network connection and choose Properties.
In the new window which opens, select the Advanced tab:

To turn on ICF, place a check mark in the box. (If you later wish to turn off ICF, simply remove the check mark.)
If your computer hosts a web server, mail server, or other feature where other machines should be permitted access to your hard drive, additional server-specific options are available under Settings. However, most users do not host their own web and mail servers, and will not need to perform this additional configuration.
The ICF firewall is very simple to use with the CITES VPN
server. It does not need special configuration in
order to permit connections to the CITES VPN. After installing
the VPN client, simply make your connection as usual.
However, even with the VPN, your computer will not be able to run
its own web server, FTP server, or other service replying to requests
from outside. First, the ICF firewall is preconfigured to block
requests initiated from outside (although responses to requests
made by your computer are allowed). Second, the CITES VPN server
does not allow you to create permanent connections with a fixed
IP address; your VPN connection will eventually time out even if
you leave your computer connected and running. The combination
of these two factors means that the VPN does not provide a workaround
for the fact that the ICF blocks unsolicited inbound communications.