Siaf, only another user on the same IP subnet as you can hit your system with a worm and that is only treu if your ISP is stupid enough to allow ports 13x and 445 to propagate through thier network.
Cable users are another story. People on your node, in the same subnet, can easily see your computer. Firewall or not.
Also note, if you are not running with file sharing enabled, you will stop most of it, and if you have all the security updates on your system (port 445 was the bad boy about allowing the recent worms to propagate, which has been fixed), then you are not going to have an issue with worms.
There really is not reason, other than paranoia, to be running an anti-virus program when you have nothing running on your desktop except for Aces High.
Anti-virus programs are the worst resource abusers on the market. While they are needed by many people due to poor system configurations, or poorer Internet network configurations, they are overkill if you have your browser and email shutdown, and you have all the security updates for XP/2K.
I have never used an anti-virus program and in all my years of using a computer, I have never gotten a virus on my systems. Granted, I may be a little sharper than the average computer user, and I run configurations which 99.9% of users would find intolerable, but people have to decide if the headaches of running these resource hogs are worth the trouble.
Most people who run these programs have no end of problems with real-time connections (i.e. stuttering, dropped connections, CTD's and so on) and yet they blame everything but the anti-virus program or the firewall. This last one has always bothered me.
Now let me say, after all that. Most people need these programs as they run a default setup Microsoft provides, which is not secure at all. But, as I stated above, they do not need tobe running when the only thing you have running is Aces High. I cannot speak to the security of other games, but I do know about ours.