I have my internet cable connection through Cox and I get that if I connect a PC directly to the cable modem. If you are setup this way, you have a public IP address which leaves you open to those pop-up messages using "Net Send" and also attacks from hackers. If this is your only PC, open up the properties of your Local Area Connection and uncheck Client for Microsoft Networks and File and Printer sharing. Then, double click on the TCP/IP properties, go to Advanced, select the WINS tab, and check Disable NetBIOS over TCP/IP. None of these components are needed for the Internet. THey are only for authenticating, browsing, and sharing files over a local area network. If problems persist, there is a built-in firewall with XP that you can try. It can be activated in the Local Area Connection Properties.
You could also invest in a Router / Hub combo. This will use NAT (Network Address Translation) and will give your PC a private IP address. That's what I use. You can also put multiple PC's on the Internet through one connection.
Hope this helps,
Mike