What is up with the lack of firewalls?

Four XP computers. Four days. Zero firewalls, even with SP2.

I don't understand it. It's supposed to be on by default, yet it seems nobody uses it or they turn it off and wonder why things start to go wonky.

I use a mac and although behind a NAT router, I keep my firewall up. Security 101. But, people want their computers to just work and not have to be security experts. So, if that's the case, get a mac.