How to prevent Blaster Worm attack?

Always, enable the Internet Connection Firewall in Windows XP.

Download and apply the patch MS03-039 here:

[A Buffer Overrun in RPCSS Could Allow an Attacker to Run Malicious Programs]
http://support.microsoft.com/?kbid=824146

More Information - "Blaster" Worm

A tool is available to remove Blaster worm and Nachi worm infections from computers that are running Windows 2000 or Windows XP:
http://support.microsoft.com/default.aspx?scid=833330

Learn more about Firewalls - Windows XP ICF:
http://windowsxp.mvps.org/firewall.htm

Virus Alert About the Blaster Worm and Its Variants:
http://support.microsoft.com/?kbid=826955

What You Should Know About the Blaster Worm
http://www.microsoft.com/security/incident/blast.asp

TCP and UDP Port Assignments in Windows 2000:
http://www.microsoft.com/technet/prodtechnol/windows2000serv/reskit/tcpip/part4/tcpappc.asp?frame=true