What will be a better one firewall I can download and use for free, that will come with my windows xp and won't slow it down? :(

XP SP2 (might be SP1) contains a firewall builtin to windows. That should work fine. I've heard zonealarm is good also. Although if you are behind a router or are using wifi at home then there really isn't a need for a software firewall.

Of course you could try the latest patch to windows :D

I use an anti-virus called avast!. If you use it non-comercialy, its free. I really like it.
avast!