Regarding ping of death, I think that a service pack fixes the problem (SP3).
Here's an address that you can check from times to times in order to know about NT security problems :
This site addresses the Ping of death issue.
>This is my first post to the Firewalls list. I've been very impressive
>with the content and professionalism here, a nice change from what's
>become of the rest of the public Internet. :-)
>I'm curious about blocking ping'o'death packets, too, but my question
>for today regards to NT web server security. I'm looking for
>suggestions (and URLs) for bulletproofing my publically accessible
>NT machines. Also, I'm curious if anyone has anything good or bad to
>say about Ascend's line of firewall products?