With great power comes great potential for mischief. Well at least if its Microsoft's. There has been endless debate on Windows XP's Universal Plug and Play. Whether the feature is a security bomb; whether it just has bugs; whether you should disable it; ... I would disable the UPnP service but the following are you to make a more informed decision:

• Unchecked Buffer in Universal Plug and Play Service
  
• Q315000 : Unchecked Buffer in Universal Plug and Play Can Lead to System Compromise for Windows XP
  
• Q309073 : Invalid Universal Plug and Play Request can Disrupt System Operation
  
• CERTŪ Advisory CA-2001-37 Buffer Overflow in UPnP Service On Microsoft Windows
  
• UnPlug n' Pray utility disables UPnP (freeware)
  
• Multiple Vulnerabilities in Microsoft Universal Plug and Play
  
• Universal Plug and Play Technology