Check with the cable modem, it may have a firewall in it already, or if you're wireless, more than likely your router has a firewall in it already. The modem may not, but the router most likely does. XP does have a firewall, you have to make sure it's on, but, if your router has one, to me it doesn't make sense to be double protected like that, but if you've been hit by a virus or hacker, double protection won't hurt anything either. It might slow things down just a teeny tiny bit, but it won't hurt anything.