but there is no Security Center
on my Control Panel ... I've got Windows XP

Instead, it seems to be under Network Connections...
(click on the connection) ...
Network Tasks ...
Change settings of this connection ...
Advanced tab  ...
.. Internet Connection Firewall box was already empty.

Thanks to Lisa's suggestion, I've determined that
it is indeed Norton doing the scan.

Norton seems to be less "advanced" than Microsoft,
in that there is no "Trusted Publisher" feature
in Norton. One can only select file types (i.e. ".XLS")
to be eliminated from the scan, and of course I don't
want to remove that for cases where I receive .XLS
files from outside sources.

So, all Norton defaults are enabled, and I will
put up and shut up.