A couple notes--
One big item is to make sure you aren't running any unnecessary services. ie: Check your Services and set any unncessary ones to Manual/Disabled.
Also, use the SysInternals tools that can tell you which programs have which ports open. They have great free tools.
I also like to use a personal firewall. I use SyGate. This way I can set very detailed rules down to a specific application. I can also then review the logfiles to see which programs may need other ports open, etc.
For a start, if you're using WinXP SP2, you could use the Windows Firewall.
As w1r3sp33d stated, it's also good to scan your network/workstation from the outside to verify the open ports.
That's what I'd do...
--Chris