Migrating from my old comp to my new one, I used FileZilla and Filezilla server, as I didn't want to set up a workgroup and then remove it again.
With a "proper" worgroup set up, and with 3 machines, it's probably a good thing if you can share files and printers, then any of yours can see any other, and if you ever make a network connection that isn't through a nice safe NAT router, and isn't properly firewalled, then everyone else can see them as well.
I wouldn't like to run a workgroup, unless certain I had adequate perimeter boundaries - a router is good, but it's essential that any possible direct connections are firewalled, and preferably outside of the workgroup (by unchecking everything except TCP/IP from their adapter config) - equivalent to the "network bondage" configuaration favoured by GRC shieldsUp
http://www.grc.com/su-bondage.htm
In XP, on the "general" or "Networking" (for ISP-modem) tab, uncheck anything "for Microsoft Networks" on any connection that you do not intend using workgroup networking on - I think that serves the same purpose as the "network bondage" rules for other OS.
None of my connections have them enabled, and my internet works fine.