Q: On Windows XP, I get the message "(something) is attempting to change or view this computer's Internet Connection Protection settings. To give (something) permission to edit these settings for as long as the program is open, click YES." when trying to stream content.
A: If you're seeing this while using Internet Connection Sharing, upgrade to Windows XP SP1. If you're seeing this while using the Internet Connection Firewall, then ... the firewall is trying to do the right thing for you. It supposedly does not respect the "Do not show this dialog again" checkbox, which would be a bug in their software, TMK. Other than that, this should just be WMP trying to enable streaming through your firewall. (Alternative firewall solutions likely would not have this issue.)