Windows XP SP3 promises detection of Black Hole Routers, which is supposed to improve over all networking experience especially for laptops. While investigating the subject, I came across a good, comprehensive article about PMTU (Path Maximum Transmission Unit) at Microsoft site.
By default PMTU Black Hole Discovery for TCP/IP is disabled on Windows XP machines. It can be enabled though:
Value Type: REG_DWORD Value: 1
"Changes in PMTU black hole router detection in Windows Server 2003 and in Windows Vista" is a good follow up article.
Enabling of PMTU Black Hole detection and changes are all result of Microsoft's "Next Generation TCP/IP Stack".
The Cable Guy from Microsoft has an article on enhancements that "Next Generation TCP/IP Stack" (terrible name IMHO) offers.