since when have we been legit? i like to think of 1200.com as an anti work establishment

Yes, avoiding disreputable sites will help avoid getting infected by spyware, trojan horses, viruses, etc. datsun1200.com is known to be legitimate in that sense.

A firewall doesn't know or car if a remote host is hosting an establishment or anti-establishment web site, it basically just blocks all incoming traffic unless a session was initiated from your PC.

Note this means that a firewall does not protect a PC from viruses or spyware. It doesn't protect from "web sites". It only protects from port attacks from remote hosts. The one in XP is an excellent stealth firewall. It doesn't try to be more than a firewall (like Norton Firewall and others), it just tries to be a great firewall.