I'm not a big fan of winblows but the embedded "firewall" function of XP (previous Maestr0 post described how to conf it) can do just what you're expecting to:
Be a dumb stateless filter just like a Cisco ACL....

N.B. But maybe I'm wrong, & I'll be interesting for a personal AO feedback on XP "firewall" function where it is less efficient than an ACL.