As long as you have a NAT router with firewall and only open non-standard ports above the first 1056 ports, you should never have to worry about any kind of malware. However, even if you only open ports that are above the 1056 port range, you best check if those ports are used by anything. The safest range of open ports is naturally in the range of 21845-43690, any port scanner would simply take ages if scan is initiated from port 0 or 65535. To further tighten security, your firewall router should not even respond to pings from WAN, and you should use a software firewall to stealth forwarded ports when an application is not using those ports, even Windows XP's own firewall will stealth unused ports even if said ports are forwarded from the router.
One of those sites you can check if a port is used is
http://ports.tantalo.net/After this, all you need to worry about are operating system security updates and virus scanner. Of Windows operating systems, Windows XP has built-in firewall so no 3rd party firewall required. Linux, OSX, BSD, etc operating system users probably know their security so this post was unnecessary for them.