Ok if you think you are secure go over to Sygate and grc (run tests in middle of the page), and do their online scans.
You want to be STEALTHED (Blocked) in ALL tests.
OK, that tests your capability from being attacked now its time to find out what can be SENT from your pc.
Whilst at grc (home page) look for the Leak Test, read it, download it, run it. Also whilst at grc (home page) you will find lots of usefull tools for securing your OS if you don't want to configure the services yourself.
Another good internal test is Firehole.
Note after running the above two test you may need to reboot your pc if your firewall was effective. to clear the dll's. You should at the very least be warned by your firewall that a service is trying to connect to the internet, if you get no messages your security is pants.
XP Services. Get them under YOUR control! Go to one of the below for details of how and what to do.
By the way for anyone interested I suffered from credit card fraud after buying online which is why I now take online security VERY seriously........and Paradox I presume you are joking you do know who reports things to 'interested' parties don't you or are you a saint?