XPFiremon is a system tray monitoring application for the builtin Windows XP Firewall. It will monitor the settings and services and alert if they are stopped or disabled. Windows should also alert you if the firewall is disabled but depending on the circumstances it appears slow to do so. It's also comforting to many users to see something saying that their protection is active and not just inactive. It also provides an easy right click interface for managing the firewall(stopping, starting, or configuring).