IBM warns that iSeries Access for Windows programs may not work properly with Windows XP Service Pack (SP2) unless...
the proper exceptions are configured within the Windows firewall. That's because the default firewall enabled in Windows XP SP2 blocks the incoming communication that iSeries Access needs.
To remedy this, administrators can use the netsh command-line tool in Windows XP SP2 to create exceptions that will allow iSeries Access for Windows functions that require unsolicited incoming connections to work properly.
For more information about the problem and how to fix it, read IBM's support document, iSeries Access for Windows and PC Firewall Products.