Microsoft Knowledge Base Article 884130 contains the following INTRODUCTION:

This article contains a list of programs that are known to experience loss of functionality when they run on a Microsoft Windows XP Service Pack 2 (SP2)-based computer. If you are using a program that appears on this list, contact the software vendor for more information. Microsoft is updating this list with new information as we receive it. Therefore, check this article frequently.

For client-based and server-based programs that communicate over the Internet or over a network, the new Windows Firewall feature that is included with Windows XP SP2 may be blocking unsolicited connections to your computer. Examples of these types of programs are:

Multiplayer games and instant message programs that are used over the Internet.
Windows XP SP2-based client programs that receive data from a server.
Windows XP SP2-based server programs that respond to client requests.