I am far from an expert myself. Of course, where Wind'ohs is concerned I doubt that
anyone is an expert. We learn this every few days when a new Wind'ohs exploit is published.
The way Wind'ohs configures itself by 'default' -- or used to, it could be different now with Win 2000 and Win XP -- is for a LAN connection, meaning it installs a bunch of services for giving access to other computers to YOUR FILES. Not good for most people. That's what NETBIOS is about, sharing printers and files across a LAN.
It's not very difficult to fix, though. Anyone who can do the routine stuff you do to setup a dialup connection can fix this problem. Rather than type it all in myself I'll point you to the source at Gibson Research. He calls it 'Network Bondage' in a semi-humorous way because it's about protocol bindings...
http://www.grc.com/su-bondage.htm
You could find this same information from other sources, I'm sure, but that is the source I am familiar with. This is as good an explanation as any. All you need to do is follow the directions on clicking a few boxes, then reboot and you're much more secure than the default way that Wind'ohs is installed.
It wouldn't hurt to read the other pages in the 'Shields Up!' site, either.