yeah i mainly use the hardware firewall in the router, the XP one is purely a secondary option.
I have now compiled a FULL set of instructions on how to set up FS 2002 for online flying.
Flying Online In Flight Simulator 2002
Using Single PC Setup In IVAP
1. Run Flight Simulator 2002.
2. Setup Flight, When At Gate, Turn Off Engines (CTRL + SHIFT + F1).
3. If Flying A EuroHarmony Flight Using Flight Logger Then Setup The Flight Logger. If Not Then Ignore This Step.
4. Press ALT To Get Access To The Menu Bar, And Select IVAO and Then Start IVAP. But DO NOT Connect.
5. Press ALT Again But This Time Select File And The Multiplayer, The Click On Connect.
6. When The Multiplayer Connect Box Appears, Type Your Name (Callsign) Into The Box .
7. Select The Option “TCP/IP”.
8. Select “IVAP
”.
9. This Click JOIN.
10. Next Connect To IVAP, And Fill In All The Relevant Information.
11. Now You Are Ready To Fly.
You can also download this as a word document from HERE