If you have a domain (since you are talking about GPOs), then I assume you
already have a firewall, so why would you want to enable the XP firewall?
It is only intended for use on computers directly connected to the Internet
that are not already behind a firewall. If you turn it on, you may have
other problems with file & printer sharing, etc..
I know that doesn't answer your question. I have not seen an option to
enable this setting via GPO, but that doesn't mean it can't be done. There
are ways to create your own administrative templates based on registry
settings, but I have not gotten that to work. As for which registry
settings you would need, you could find out using snapshot software like
Wininstall or Zenworks. How many machines are you trying to configure? It
might be easier to hit them manually.
But if it is alot of machines, again, they should already be behind one
firewall.