Microsoft Windows XP Service Pack 2 (SP2) introduces a number of new features that help increase the performance and the security of your system. These changes also affect the operations and functionality of some programs.
Programs that may behave differently in Windows XP Service Pack 2 @ Microsoft.com.
Also, PC World is at it again with a report on SP2's improved Windows firewall. The article quotes impressions from certain 'industry observers' who say protection from the built-in firewall falls short compared to other commercial products... IMHO, the new firewall is a great addition especially considering it's activated by default, however if you are slightly more educated than the average home user then you know you should at least be running the free version of Zone Alarm.