ALG.exe
(Microsoft)
Application Layer Gateway service found only on Windows XP. ALG is an integral part of ICS (Internet Connection Sharing) and ICF (Internet Connection Firewall) in Windows XP. Microsofts description : "Provides support for 3rd Party protocol plug-ins for ICS and ICF".
Recommendation :
If you use Windows XPs Internet Connection Firewall, you must have ALG running. If you use a 3rd Party firewall, set ALG to manual in "Control Panel \ Administrative Tools \ Services".