ICF is not available

When I go to my network connection to activate the
Windows XP Pro firewall there is no activation check box
but a message telling me to go to system restore and
restore the system to the last sucessful session. Problem
is I just installed it and there is no other successful
session. Also windows functions fine and my DSL
connection is functioning fine. I just cant protect it
with Microsofts fire wall. While I was setting up XP I
did get one error message which I said ok to and it
continued the setup. It said:

Com+ Setup Error
error code=0x80040206
and then it said something about my second hard drive
(Drive D

Like I said, I told it ok and it continued to load.
Nothing at all appears to wrong with the setup except
when I go to activate the firewall. Then I find it just
isn't available to activate. I do not want to reinstall
windows if I dont have to. It seems there should be some
kind of fix for this.