A default Windows install will have internet services running that
result in open ports. Windows XP has a firewall that blocks incoming
attempts. But the firewall is only active by default with Service Pack
2. Otherwise you have to enable it yourself:
http://support.microsoft.com/kb/283673
It's possible to disable all Windows internet services and close all
ports. But many users have more than one PC, and they set up a
Local Area Network (LAN) for file and printer sharing. The associated
ports for this are open by default on Windows. Users protect
such arrangements usually by means of a firewall .... often by a
external router/firewall.