I've heard that WinXP Pro has raw sockets and it is possible to slealth your IP address, or spoof it in some fashion. Wouldn't this keep you safe if you could do it? And are there any programs out there that make this easy to do? I know there are on linux, but I tried linux and hated it, so that's not an option in my case.

Also, there is a file sharing program called Guerilla which is written by three Dutch guys, hmmmmm. It's a more anonymous, but much slower way to share files. I think it routes the files thru many different hosts as you download or upload them, as opposed to the more direct and more easily traced method of P2P.