Windows XP: Network Setup Wizard desactives File/Folder sharing on a LAN ?

Hi;

I found this in the Internet:

The first time that you set up sharing, Windows XP displays a
warning, urging you to use the Network Setup Wizard for
safety. Click where indicated to either run the Wizard or to do it
yourself.

What great secret does the Wizard know that XP thinks you don't? The
Wizard automatically enables the Internet
Connection Firewall (ICF) to prevent other Internet users from
accessing your shared disks and folders. Enabling ICF is
a good idea if you connect directly to the Internet through a
dial-up, DSL, or cable modem. But it's a terrible idea if you
connect to the Internet through your LAN, using a software router
(like Internet Connection Sharing) or a hardware
router, since it will block File and Printer Sharing.

Is it true that Network Setup Wizard desactives File/Folder sharing on a LAN
UNTIL we activate it (the folder or the file) manually through the GUI.

Kiz.