Found in the IDLE shell of Python 2.3, on startup:

    ****************************************************************
    Personal firewall software may warn about the connection IDLE
    makes to its subprocess using this computer's internal loopback
    interface.  This connection is not visible on any external
    interface and no data is sent to or received from the Internet.
    ****************************************************************

This, to me, is further seepage of Unix ideas moving into the Windows world.

I believe that seepage is going to increase as as Windows tries to keep up with the innovation going on in Linux today.