A new personal firewall program for Windows NT/2000/XP is available
PortsLock is a personal firewall for Windows NT/2000/XP that fully supports user-level security. Once PortsLock is installed, administrators can control which users can access what TCP/IP based protocols (HTTP, FTP, SMTP, POP3, Telnet, etc.) on a local computer, depending on the time of day and day of the week. PortsLock lets you set allowed/denied TCP/UDP ports and IP-addresses for incoming and outgoing connections.Get it from MajorGeeks