Go to Start, Control Panel, Windows Firewall and on the top left click "Turn Windows Firewall on or off". You should be presented with a user account control window unless you turned it off, if so, click continue. Then try and click the on option, click apply then ok. If this doesn't work go back to Control Panel and then go to Security Center. Click the arrow next to firewall and see if it says you have another firewall installed or if the Windows Firewall is turned off. You could have another firewall installed without you knowing so try both things.