Hi,
I install/support 2008 SBS mainly, but have done work on 2008 std and 2008 R2 Std too.
I know for sure that SBS 2008 can control XP SP2 and SP3 firewalls, I can't be quite so sure about 2008 std and 2008 R2 std - but I would think so.
It depends on what control you want - as EVERY company is sat behind a hardware firewall (some crap, some good), I make a point of creating a Group Policy Disable the Security Centre and XP/Vista/7 Firewall - I don't configure it, I turn the bleeder off.
Its in the usual place - but don't ask me where that is, because without being infront of Group Policy, I can't remember.
If you get stuck, let me know.
Thanks, Mark