A few things you can do:
1) Change user accounts to Limited Users
2) Uninstall the "Java Virtual Machine" it's needed
to play games on the Internet (not allways).
3) Enable the Internet Explorer Content Advisor
Or Install syware scaners/blockers and ignore the previous steps.
Ad-ware SE Personal Edition and Spybot Search & Destroy are
the most recommended. Spybot can block spyware and
immunize the computer against malicious web sites.
Click Immunize\check on "Enable permament blockage of malicious
addresses in Internet Explorer".
next convert to Advanced Mode in Mode menu, go to Tools\Resident\
and check on Resident S&D Helper and Resident TeaTimer, to
block malicious downloads and protect your system configuration...
How To: Use the Internet Explorer 6 Content Advisor to Control
Access to Web Sites in Windows XP..
http://support.microsoft.com/default.aspx?scid=kb;en;310401&Product=winxpINT
Overview of Remote Assistance in Windows XP
http://support.microsoft.com/default.aspx?scid=kb;en-us;300546&Product=winxp
This web page should give you a good idea as to what you can and cannot do
through the home network connection.
What's New in Windows XP Home Edition (Home Edition tips)
http://www.microsoft.com/windowsxp/home/using/productdoc/en/whatsnew_overview.asp
Ad-aware SE Personal Edition
http://www.lavasoft.de/
Spybot Search & Destroy
http://www.safer-networking.net
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