Thanks for all the information.
Here are the (correct) links:
http://www.my-etrust.com/microsoft/
http://www.microsoft.com/security/protect/
<font face="Verdana, Arial, Helvetica, sans-serif" size="2">
There are three steps you can take to improve your computer's security. You can
follow the three steps online, or print them for easy reference.</font>
Has somebody done this test? I had the XP firewall "ON", still the test found "NO FIREWALL" and switch it on!?!