Quoted from the Sept. 2 edition of WinXPNews:
Make your XP System as Secure as the NSA’s
The National Security Agency has released a set of guidelines for configuring Windows XP Pro securely. These guidelines are used by government agencies to secure their machines, but you can download them and peruse their recommendations. The guidelines apply to Professional Edition only, and primarily to machines that belong to a Windows 2000 domain (although some of the info is also relevant to standalone computers), so this document is most helpful to those who support business networks. The download gets you a 141 page PDF document along with some .inf files that can be used if you’re really brave. Even if your computer isn’t a domain member, you’ll find a lot of helpful background information about how XP security works in this document, but be sure to read it carefully and follow instructions exactly if you decide to make any of the changes recommended:
http://www.winxpnews.com/rd/rd.cfm?id=030902SE-NSA_Secure