If you use AutoComplete, you can easily remove saved passwords and information that you may have entered into forms (such as your credit card number). On Internet Explorer's Tools menu, select Internet Options and open the Content tab. Click AutoComplete and you will be offered the choices to Clear Forms and Clear Passwords.
Microsoft added a firewall to Windows XP called Internet Connection Firewall (ICF). To enable it, go to Control Panel | Network Connections and right-click on a connection name. Select Properties, then click on the Advanced tab for each of your connections, and enable Protect my computer and network by limiting or preventing access to this computer from the Internet. Unfortunately, ICF doesn't provide nearly as much protection as tools like Symantec's Norton Internet Security. ICF examines only inbound network traffic; it can't control programs on your system that are sending information out to the Internet.
All versions of Windows released since Windows 98 SE include a feature called Internet Connection Sharing (ICS) that lets you share a dial-up, cable, or DSL Internet connection with multiple PCs. Though it sounds good on paper, ICS can be difficult to configure and manage.
First of all, ICS requires that you designate one computer as the gateway PC through which all your Internet traffic passes, and this PC must be powered on for the other computers to connect to the Internet. Second, unless you're sharing a dial-up connection, you'll need to install two network cards in the gateway: one that connects to the broadband modem and one that connects to your LAN.
In most cases, you'll be far better off with an Internet gateway router, such as those sold by D-Link and Linksys. These devices provide a connection between your LAN and the Internet. They're inexpensive (they're available for as little as $49) and easy to install, and they use very little power. Virtually all gateway routers use Network Address Translation, or NAT, to share your DSL or cable modem's single IP address with all the PCs on the LAN. Better still, most routers include a firewall feature that helps protect your LAN from hackers and intruders.
Don't have a broadband connection? In some cases a gateway device includes a serial port or an internal modem so that you can use it to share a dial-up or ISDN connection. Some models include 802.11 wireless network access points; others have built-in print servers; and almost all include three- or four-port 10/100 Ethernet switches.