First do you have any other software firewall or security suit that
incorporate a firewall protection in it? If so ,it might disable the firewall
to prevent software conflict.

The other reason is malware infection.

Check your PC for malware using these:

@         Ad-Aware SE Personal
http://www.lavasoftusa.com/software/adaware

@         SpyBot Search and Destroy
http://www.safer-networking.org/microsoft.en.html

http://www.pandasoftware.com/products/activescan/com/activescan_principal.htm
Panda Software free Active Scan,where you can check your
PC for ALL TYPES of security threats and clean viruses and worms


http://www.kaspersky.com/virusscanner
Kaspersky free online scanner    and checker for suspicious files.



If you have malware you should remove it .Use the softwares and/or current
antivirus and antispyware softwares.If you have problems ,follow the
instrutions on my site here:
http://free.hit.bg/fightmalware/homepage_en.htm

Learn how to protect your PC again here:
http://free.hit.bg/fightmalware/homepage_en.htm

Happy New Year !

Panda_man