Windows Firewall configuration
I had a problem with a Cisco VPN client after installing Windows XP SP2. According to Cisco the fix is:
netsh fi add port UDP 62515 "Cisco VPN Service" enable all
The netsh command is cool - I've never had the need to experiment with it before but there's a lot you can do with it. Invoke 'netsh' at a command prompt, and type 'help' to see what you can do with it.
Type 'netsh' then 'firewall' and you'll be in the firewall context; type 'show' and have a look at the things you can look at. Type 'help' and poke around. Powerful stuff.