1.Click the Start button, point to All Programs→ Accessories→ Communications, and then click Network Setup Wizard.
2.On the welcome screen, click Next.
3.Click Checklist for creating a network.
NOTE: Selecting the connection method This computer connects directly to the Internet enables the integrated firewall provided with Windows XP SP1.
4.Complete the checklist and required preparations.
5.Return to the Network Setup Wizard and follow the instructions on the screen.