I assume Rick that you are planning on running a third party firewall on
your machine 'before' you disable the windows xp one?
To disable just go to Control panel and click on the Windows Firewall icon
(the one with the wall) and then select Off (not recommended). Finally click
Ok.
After you have disabled the windows firewall you will be pestered by a
little icon in the system tray telling you that the firewall is not active.
To remove this click on the Security Center Icon in control panel. On the
left of the security center window you will see a list of options click on
'change the way security center alerts me' option. Now remove the check mark
from the Firewall option. Click Ok followed by exit.