How do I turn off the firewall in Windows XP?

If you have SP1 do the following:
Start -> Control Panel -> double click Networking Connections -> right click the Internet connection on which you want to disable the firewall -> Properties -> open the Advanced tab -> uncheck the Protect my computer or network check box.

SP2:
Start -> Run, type Firewall.cpl, click OK. On the General tab, click Off, then click OK.

Is there a shortcut for creating a new folder in Explorer?

Press alt + f and then the Enter key twice.