In case you need to create a script to add exceptions in the Windows XP Firewall (i.e. to allow Altiris Agent), a good tool can be found in netsh command.
I found an interesting article by David Davis, that explains how to use this powerful command.
What is Netsh?
Microsoft Windows Netsh is a command line scripting utility. With Netsh, you can view or change the network configuration of your local computer or a remote computer. You can manually run Netsh commands or you can create batch files or scripts to automate the process.
Not only can you run these commands on your local computer but also on remote computers, over the network.