I have noticed an issue with "Stateful firewall(always on) option on the 4.x A,D versions of the vpn client for windows 2000 and xp. What I found was the firewall contiuned to protect the system on the local network as long as the service:service CISCO Systems Inc,VPN Service was running. All connection requests to the system were dropped even after I had exited from the VPN Client application.
When I stopped the server:service on the local workstation connecting from a remote system started working again...
I looked at the server:services CISCO Systmes, Inc, VPN Service and saw that it was setup to launch automatically.
I would only run the service when I was going to make a VPN connection. Do not run a service unless you need to use it.