Windows sharing uses port 139 (Samba).
LPD printing uses port 515.
IPP printing uses port 631.
http://docs.info.apple.com/article.html?artnum=106439
Unless you've heard that the firewall in your router doesn't work, I don't believe a software firewall is necessary. My opinion.
(I open that up to all the folks reading here for comment!!!)
Good luck.
If no luck and you're willing to try, here's another printing option:
http://ifelix.co.uk/tech/3002.html
(requires enabling the TCP/IP - LPD service on WinXP)
(PS - if this gets really frustrating, I'm at Western & Foster here in the city)