Tiny Personal Firewall works very well with XP and is very easy on resources.   I use it in XP because it's on a laptop and I'm trying to optimize every aspect of the installation.   TPF is 'lighter' that ZA and it has been my experience (purely through observation) that it loads earlier in the boot process.   As nefarious as WinXP is about dialing out, I would not rely solely on the built-in firewall (which is often off by default upon installation).

;~* ... Scotterpops