Many of these issues are related to the introduction of the Windows Firewall feature.
Yes, by default the internet security setting is set higher than in previous SP1 and of course there has been much more code added. For those people out there that never had or used a real firewall, they are in for some trouble shooting on their PC.
No WindowsXP/SP1 built in firewall don't count. The WinXP/SP1 firewall compared to WinXP/SP2 firewall is like McDonald's hamburger vs. the Whopper, but you can get better (ground beef) in the store.
Please see what some of the users have to say about SP2 firewall and different stand alone software firewall programs.
http://www.betaone.net/index.php?showtopic=32967