Windows XP built-in ICFmust be turned off for a clean NPF 2004 install.
However, I think your real question is not about either the in-built ICF or user accounts - rather it's about the only way that NPF 2004 will connect to the Net is to disable the firewall component of it completely, which defeats the whole purpose of handing over nearly CAN$90 for the "utility".
I'm having that problem - there's only 1 user account configured on my PC, and even by lowering all control sliders to the lowest point and by deleting all of the rules in the Personal Firewall -> Advanced -> General Rules tab for my home connection the d*mned thing still doesn't function properly.
I have no solution but would be very willing to hear one. More to the point, I would suggest that being forced to call Symantec and fork out another USD$40 to hear a "possible" solution only confirms my thoughts that Symantec after sale service is some of the greediest and most unhelpful there is. Buy McAfee instead.