I use an old Linux box running a minimal setup and "hardened" by Bastille as a firewall. I wouldn't trust a windows box directly connected to the Internet, no matter what was running on it...

The number of port scans I get is scary (and I don't have broadband, I'm stuck on a dialup).
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Jazz (List 112, Mk2 42 gig #40. Mk1 4 gig #30. Mk3 1.6 16v)