First I used to use ZoneAlarm, but because ZA phones home to make sure the license is valid, I no longer do. Since my stumbling box is anonymous as possible I think it should be cool. Otherwise if I find out there are more personalizing issues I will make sure that I find more cautious meaures such as spoofing the mac continously. I have my xp box hardened through using the security configurations suggested by the NSA
http://nsa2.www.conxion.com/
http://nsa2.www.conxion.com/win2k/download.htm
... and all my server services are disabled, so the only thing that is squeaking through for stumbling is the search for 'any' broadcast.
...
I also am always looking for more suggestions.