How do I block incoming connections from a specific IP address in Windows XP without installing a firewall?

I've found this: http://www.ehow.com/how_5038640_block-ip-address-windows-xp.html But I can't figure out how to do it? Step 3 seems to block all traffic on a specific port/protocol? What GUI is he talking about in step 4?

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Found the following guide: http://www.petri.co.il/block_web_browsing_with_ipsec.htm

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