Windows XP built-in firewall a nuisance

Microsoft has been very proud of including built-in firewall with Windows XP and Vista. In my experience in a small shop run only by 1 person this has turned out to be a complete Nuisance. When we first installed Windows SP2 which automatically turned on the Windows XP firewall on all the 60 desktop machines that I Manager and support, several of our applications either failed to work and or they were just very slow. Virus Management software and one of our line of business application CCH's Engagement would not work. Besides users complained about their computers running slower than usual, not to mention outgoing messages in their Outlook client would just sit in the outbox until they hit send/receive.. ( Yes we are running Exchange server).. and Yes they are working in a LAN environment with Gigabit speed to the desktop. Well the culprity... you guessed it right.. Windows XP firewall.