The classical personal firewalls, which would be installed on most personal computers in a typical Small Office / Home Office environment, block only specific network traffic. By default, they are open, and pass all traffic.
Modern firewalls, used by more cautious network experts, permit only specific network traffic. By default, they are closed, and pass no traffic. After installing this type of firewall, you must run a manager and configure the firewall to pass your desired traffic.
My suspicion is that the nVidia nForce hardware firewall falls in the latter category. If you don't run the firewall manager, it will pass only a minimum of traffic, probably just enough for you to surf to the nVidia website and get software upgrades. This intentionally blocks SMBs (whether NetBT hosted, or directly hosted), and protects against the dangers offered by Windows Networking. If you're going to use Windows Networking over TCP/IP, you must run the firewall manager, and intentionally configure it for Windows Networking.
Short of configuring the firewall for Windows Networking over TCP/IP, you have no choice but to install an alternate transport such as IPX/SPX or NetBEUI, which bypasses the firewall completely.
For ongoing discussion about this issue, see these threads in the Microsoft Public WindowsXP Network_Web forum:
If you have the NVIDIA nforce networking controller with onboard LAN, you may have a "hidden firewall" interfering with your network connection. I'll describe my own situation and how I resolved the problem. I owe great gratitude to Chuck, frequent poster in this group, who worked with me for about a week, and had suggested the possibility of the NVIDIA "hidden firewall", but I was reluctant to accept that because, well, it really was hidden and I couldn't find it (and still can't). But it was there. (For those who want to review the original thread, it was posted in this group under the title "networking only works one way" on 08/04/06.)