Tijs, Listen to bremners advise. I have Nortons Systemworks 2002 which includes NAV and thieir Firewall. It only costs £8 to update the annual subscriptions and when you see how many programs are knocking at your computers port you will be glad to have it. Safe surfing
An anti-virus program, and a software firewall, do two completely separate jobs.
You definitely need a good anti-virus program - stick with Norton, it definitely one of the better ones.
As for the firewall - XP's built-in firewall does a good job of preventing unwanted communication from the Internet into your PC. However, it does nothing at all to prevent unwanted communication from a program on your PC to the Internet.
I recommend Sygate (free version, available from sygate.com), instead of the built-in firewall that comes with XP.