Windows Firewall is better ,I think .
Although its protections is only for the incoming traffic ,it is very good.

Now about your question.No ,you don't need to make exceptions for Internet
Exploer or Outlool Express because as I said WF has only incoming
protection.Your programs has free outgoing connection.I also use Windows
Firewall and use it with checked Don't allow exceptions.

Well ,if you want to use a chat program and exchange files you need an
exception.
But you can still chat (using text) without exception

Also ,see here:
http://www.microsoft.com/windowsxp/u...2_wfintro.mspx

Read this article and all other links in it.

Microsoft (R)
suggests 3 + 1 general steps how to protect
your PC and the infomation stored on it,
your privacy and your family
1.Use an internet firewall
2.Enable Automatic Updates for your PC
3.Use an antivirus software
4.Use antispyware software

Goto http://www.microsoft.com/athome/security and learn more
Check the Security Essentials for your OS and also have a look at all
sections!


Panda_man
--
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http://www.microsoft.com/protect


"XPUser" wrote:

> Hi ... I have xp pro sp2 ... I would like to know with windows firewall
> do I need to make any exceptions ( allow or not allow ) ? I was
> thinking maybe I need to add a few programs like >> Internet Explorer ,
> Outlook express, thing in that nature , Yes or no ? thanks
>
>