Norton Personal Firewall

I clicked on the Norton Personal Firewall application on
the desktop, and got the file from folder to folder
process thing, but then I decided not to let this do
whatever it was doing and restarted the computer. When I
restarted it, there was the desktop image for this
firewall has disappeared, so I dont know if this firewall
has been applied.
Search results did not list the program, only a folder
containing lots of files, and I cannot find it on the
computer! What have I done by clicking on this, and how
do I get this back like it was?

Robodo