When you open (or 'run') firewall.cpl, does it read as "For your security,
some settings are controlled by Group Policy" at the top of the applet? If
that's the case, try this:
For Windows XP Home Edition:
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Open Regedit.exe and navigate to:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\WindowsFirewall\DomainProfile
(and)
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\WindowsFirewall\StandardProfile
In the right-pane, delete the "EnableFirewall" value.
Close Regedit.exe and restart Windows.
For Windows XP Professional:
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From Start/Run, type Gpedit.msc and navigate to:
Computer Configuration
=> Administrative Templates
=> System
=> Network
=> Network Connections
=> Windows Firewall
=> Standard Profile
Set the following options to "Not Configured" (defaults)
Windows Firewall: Protect all network connections
Windows Firewall: Do not allow exceptions
Windows Firewall: Define program exceptions
Windows Firewall: Allow local program exceptions
Windows Firewall: Allow remote administration exception
Windows Firewall: Allow file and printer sharing exception
Windows Firewall: Allow ICMP exceptions
Windows Firewall: Allow Remote Desktop exception
Windows Firewall: Allow UPnP framework exception
Windows Firewall: Prohibit notifications
Windows Firewall: Allow logging
Windows Firewall: Prohibit unicast response to multicast or broadcast
requests
Windows Firewall: Define port exceptions
Windows Firewall: Allow local port exceptions