windows security centre is kind of like a myth
it must not be mistaken for a fully functional security suite
its there by default if u have SP2 installed on ur xp machine
as mentioned it has an inbuilt firewall which leaves much to be desired if not used by someone who knows waht hes doing ( basically a no no for a newbie )
it has automatic updates and AV monitoring ...
its basically just a hog .. and i personally disabled it comepltely
using ZAPro firewall and no AV as of now ...
perfectly safe