Windows XP Service Pack 2 has been released, and should be becoming available via automatic updates soon. In the meantime, you may want to check out the following articles, which will help you prepare:
This article describes how Windows Firewall works, the common problems with using Windows Firewall, and the set of tools used to troubleshoot Windows Firewall issues.
This document focuses on the changes in Windows XP Service Pack 2 and its implications for developers. Examples and details are provided for several of the technologies that are experiencing the biggest changes. Future versions of this document will cover all new and changed technologies.