Application Layer Gateway Service - ALG.EXE
ALG.EXE is the "Application Layer Gateway Service" provided by Microsoft as part of Windows 2000 and Windows XP. This system process/service provides support for 3rd party protocol plug-ins for Internet Connection Sharing and the Internet Connection Firewall. This file runs as a service. By default it is set to "manual". It should be left in place.
A description of services that run under svchost in Windows XP can be found at http://support.microsoft.com/default.aspx?scid=kb;en-us;314056.
A description of default services running under Windows can be found at http://support.microsoft.com/default.aspx?scid=kb;en-us;Q250320
Service
Microsoft