Check the service to see if it is disabled. Hit the Windows Button + R, then in the Run box, type services.msc and press enter. Look for the Windows Firewall service to see that it is started and on Automatic. If it is not set up like this, double click on the service to bring up its properties. If it was disabled, change the Startup type drop down to Automatic, and then hit Apply. Next click the start button, and then OK. Now if you go to Control Panel | Windows Firewall, you should be able to enable it.