The simple answer is yes. XP firewall only works in one direction, inward. It will not stop any transmission out. You will be much better protected by a seperate firewall, such as ZoneAlarm, Kerio personal firewall etc...
Surface Pro (2017) vs Surface Pro 4
20 groundbreaking 3D animation technologies coming to Siggraph 2017
iPad Pro 12.9 vs Surface Pro 5
Synology invites you to visit them at Insomnia on 26th – 29th August. Book your tickets now and visit Synology.