i'n not an expert on this but i'll try. I'll assume you have sp2. if not, ignore this.
Enter the security centre in control panel.At the very bottom, there are 3 icons,firewall,internet options and auto updates.
Click on 'Windows firewall' and click the advance tab. this will show you all your 'network connection settings' make sure that it is turned off for every connection by REMOVING the tick. then for every connection, i have 3, you may only have one, or none! click the settings icon for each one and make sure they are all un ticked. apart from this, not sure what can be wrong!hope this helps