I think its good to notify someone that their machine isnt operating within normal parameters. me and my dad worked for dec and we used to give out pins that said its not supposed to do that with a picture of the hitchhikers guide green dot thingy on it.

oh but one thing about windows firewall, you could always be the first to come up with a way to exploit the background intelligent transfer service built into windows. it bypasses the windows firewall. you could always pretend to be a windows update server.