As Bjproc said don't uninstall, simply disable. Just go into the Security Center and disable it there and indicate you have your own.
I've been using Sygate Professional for years and it's an excellent program, very easy to use. I don't even keep the icon in the task bar, once configured you don't even know it's there and it's not a resource hog.
Whatever you do, only have 1 Firewall running to avoid conflicts. If I'm not mistaken, Xp's firewall only prevents inbound, not outbound.