This is from Apple’s website, straight from the end of one of their New “I’m a Mac, I’m a PC” adverts. 

In reality, the figure is probably closer to 10 mins with a standard Windows XP installation (assuming no firewall / NAT and anti-virus). In fact Microsoft are well aware of this problem as I discovered when I (sadly, long story) had to install Windows Server 2003 on a system at work today…

The final stages of the installation by default brings up a full screen box which proudly announces that Windows has disabled all incoming connections to this computer and prompts you to run Windows Update to download critical security updates before clicking continue (which removes the blanket no incoming connections firewall) !!!