The windows XP default firewall is very... very... veeeery... limited. Sure if you look around there are functions kinda like the ones you mentioned but anyways I haven't checked into this but I beleave that it audits/blocks only incomeing, not to mention there are a few problems down the line when you install another firewall for the outgoing so there is no telling what kinda programs are trying to phone home. Its a fair firewall but to be honest I would only suggest useing it if you had no firewall at all and you needed more time to get a better one.