security policy dictates you blackhole all sensative information ie take it completely offline. At least build yourself a seperate firewall box from your computer and run intrusion detection software on both the firewall box and the client machine. Many useful linux firewalls are available ranging from small hard drive installs like the netbsd router project and smoothwall to micro firewalls like linuxrouterproject and freesco that operate off a single floppy. You do your computer and your information a disservice to run windows software firewalls of any kind.