Turn on your firewall

Microsoft included a firewall in Windows XP to keep you safe from hackers while you
cruise the Internet. How do you know that the Internet Connection Firewall is on? Go
to the Control Panel and double-click the Network Connections icon. In the dial-up,
DSL, or cable connection dialog that appears, check the Status column. If your
firewall is on, it should say Firewalled. You can turn the firewall off with the check
box, but unless you are going to add a third-party firewall for heightened security,
it's best to leave it on.
Now that you know that your firewall is on, how do you know that it's doing its job?
Test it with ShieldsUp, the free testing service sponsored by Gibson Research.
According to our tests, XP's Internet Connection Firewall kept the computer in full
stealth mode. Hackers could not break in and couldn't even see the computer online.
But, given the latest security problems with USB 2.0, etc, you should always go to
Windows Update to make sure you have the latest patches, no matter what
operating system you use.

Watch your cookies

In XP, the Documents And Settings folder holds all user information, including
configuration settings, favorites, and cookies. The Documents And
Settings\Username\Cookies folder is where XP stashes cookies. How do you control
the number of cookies you allow on your system? Click Start > Control Panel >
Network And Internet Connections > Internet Options. Click the Privacy tab, then
use the slider bar to modify your cookie settings. For instance, you can block cookies
from sites that use personal identification without your consent. To increase your
security, try out the other privacy settings in this dialog. The lowest level is Accept
All Cookies while the highest is Block All Cookies, with low, medium, medium-high,
and high settings in between. (An explanation of each appears as you move between
settings.) Keep in mind that rejecting cookies may limit your actions on some Web
sites, and some sites use cookies to track how many times you see a popup, for
example, on this website, if you blocked cookies, you would see a popup on every page.

Group and Ungroup Similar Taskbar Items

Just open three or four Internet Explorer windows and you won't see them all in a
row on your Taskbar, as you did in previous versions of Windows. By default,
Windows XP groups similar items on one button. For example, if you have 3 Internet
Explorer windows open, you'll see an Explorer item with the number 3 on it. Click it
to see a pop-up list of those windows, then select the one you want.
If you would like, Windows XP will display all open windows separately on the
Taskbar. Right click a blank area of the Taskbar and select Properties. Under Taskbar
Properties, deselect Group Similar Taskbar Buttons, then click OK.