If you are using Windows XP, you can block ICMP (Internet Control Message Protocol) requests so that no one can ping your ip address and your machine will always remain hidden from others.
Before Blocking ICMP Both the Operating Systems can ping each other as shown:
Now we are going to block ICMP in the machine running Windows XP.
To stop ICMP :
Goto Control Panel >Select Security Center> Select windows firewall> Select Advanced Tab > click on the ICMP settings > Uncheck allow imcoming echo request > Click OK .
Now when you try to ping windows XP from other system you will never receive ICMP request in Windows XP machine. You are now unable to ping the machine running Windows XP.