Check out these links:
http://msdn.microsoft.com/en-us/windows/hardware/gg463267[
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http://msdn.microsoft.com/en-us/library/aa366510(v=vs.85).aspx[
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The first link is to an article written in 2008 that describes a new packet filtering API implemented in Vista and Server 2008 that replaces an older API.
The 2008 article says the older API is deprecated, but still supported in Vista.
The second link is a newer article about the same thing (not sure of the date, but it mentions Win 7) -- in that article it states:
"Starting in Windows Server 2008 and Windows Vista, the firewall hook and the filter hook drivers are not available; applications that were using these drivers should use WFP instead."
Most likely a firewall application written for XP is using the "firewall hook" and/or "filter hook" that are no longer supported in later versions of the operating system.