A simple example of the default inbuilt insecurity of Windows XP - Type services.msc into the Start Menu "Run" box and hit enter. A console window should open.
Scroll down to the "Remote Registry" entry. It's set by default to "Started" and "Automatic". Double clicking it will reveal a description of what it does.
Now check a few of the other entries such as Telnet, Remote Access, Terminal Services etc.