These tutorials are great. They allow you to control who has access to things like Terminal Server, SQL Server, etc. The posibility are endless.

Tutorial Part 1

http://www.securityfocus.com/infocus/1559

Tutorial Part 2

http://www.securityfocus.com/infocus/1566

With IP Filtering there is no need to mess with enabling/disabling ports at the tcp/ip properties (slows down access).