You may also want to check to see if the firewall service has been stopped, or has been checked "disabled".
Start, run, services.msc
run down the list and look for the Windows firewall. If it's disabled, double click and in the pull down menu, select automatic. Either restart, or click on the Start button to turn it on. If the service fails to start, check the Dependency tab to figure out what other services need to be running first.
Then, when you're done being frustrated with the Windows firewall being a piece of crap that it is, turn the bloody thing off and use a third party firewall such as ZoneAlarm, Sygate...or other.
