I'm trying norton right now and I really hate it. First, it shows all ports as closed instad of stealth. Second, I find it very difficult to adjust custom settings. Lastly, it isn't rejecting nearly as much as Zone Alarm. For example, it is letting all the pings from my isp get through which come from many different ip addresses. When running ZA, I'll get about 100 rejections in a day but with Norton I get only a few (less than 5). Who knows what else gets through and I can't figure out exactly how to tell as the history is difficult to weed through.
I know ZA doesn't work with XP yet but look for something other than Norton.