I found a PDF lying around on my hard drive which I thought you all might find interesting. I'm not sure where I found it, but it's a VigilantMinds article and it involves testing various Windows firewalls (including the inbuilt SP2 one) to see if they can be bypassed. Take a look at the results at the end of the article - that'll give you a rough idea of how good Windows' inbuilt firewall is.

Cheers,

-jk

[edit]

The attachment was corrupted and I couldn't fix it, so I've uploaded it to my site: click