Is There Some Facility In XP Pro That Filters UDP Or HTTP Messages On A Zonebased Machinewide Basis My Network Connectivi

Is there some facility in XP Pro that filters UDP or HTTP messages on a zone-based, machine-wide basis? My network connectivity issues (can't use Mozilla, Opera, or .NET programs at all, IE works on HTTP but not HTTPS) fail on both wired and wireless adapters, but I can access sites within my Intranet. TCP/IPĀ | Properties | Advanced... | Options | TCP/IP Filtering is unchecked. What else could it be?

(P.S. I opened Windows Components and added the "Network Monitoring" options and the install seemed to work, but I don't see an executable called Netmon on my system and nothing obvious appeared in my Control Panel or Administrative Tools... Thoughts?)