directions for installing XP firewall

[SJ]

While following the directions to install the built-in XP
firewall -whenever I try to click on 'properties'
absolutely nothing happens (even if you right or left
click). It's as if properties is dead.

 

[Dave]

Click on start - then go to control panel. Click on
network and internet connections. Click on network
connections. Right click on the connection and then click
on properties. Click on the advanced tab and check the
protect my computer bla bla bla