What kind of protection prgrams do you have (i.e. Norton, McAffee, etc.)
When you say you do not have any firewall activated, do you mean that you have disabled those on your computer (i.e. the XP built-in one)?
It would be better to configure the firewall properly than to just disable it. Some firewalls still keep some prcesses running in the background although they are disabled.
Look here on how to configure firewalls (connection problems -click first):
http://www.gnutellaforums.com/showthread.php?t=51361 