The firewall feature can be useful when you want to protect a dial-up connection when dialing directly into an Internet service provider (ISP), or to protect a LAN connection that is connected to an asymmetric digital subscriber line (ADSL) or cable modem. You can also enable the firewall feature on the Internet connection of an Internet Connection Sharing (ICS) host computer to provide protection to the ICS host computer.

To enable Internet Connection Firewall feature using the Network Setup Wizard in Windows XP or Windows XP SP1:
1. Run the Network Setup Wizard. To access this wizard, point to Control Panel, double-click Network and Internet Connections, and then click Setup or change your home or small office network.
2. The Internet Connection Firewall is enabled when you choose a configuration in the wizard that indicates that your computer is connected directly to the Internet.
To configure Internet Connection Firewall manually in Windows XP or Windows XP SP1:
1. Click Start, click Run, type control.exe netconnections, and then click OK.
2. Right-click the connection on which you would like to enable ICF, and then click Properties.
3. On the Advanced tab, click the box to select the option to Protect my computer or network.
4. If you want to enable the use of some applications and services through the firewall, you must enable them. To do this, click Settings, and then click to select the programs, protocols, and services that you want to enable for the ICF configuration.