If your using Windows 7 and your windows firewall reports something like
Einige der Einstellungen können von der Windows-Firewall nicht geändert werden. Fehlercode 0x80070424
You can try to use the Microsoft FixIt tool available here: http://support.microsoft.com/mats/windows_firewall_diagnostic/de
Check if your Windows Firewall is up and running by opening the Services tool (“Dienste” in German), check if the “Windows-Firewall” service is running.
If not, try to start it manually.
If this fails, check if the “Base Filtering Engine” Service (“Basisfiltermodul”) is running. If it is not, try to start it manually.
If the manual start failes, try the following tutorial to ensure the service has the right permissions to proof other services: http://www.internetdownloadmanager.com/register/new_faq/enableBFE2.html
If the BFE is now up and running, try again to start your Windows-Firewall service. If it still failes to start up (propably with a nother error reporting about some access denial) try to adapt the SharedAccess configurations in your registry according to this tutorial: http://microlinc.homeip.net/index.php?lev1=5&lev2=13&id=55#serviceerror5
Hopefully, one of the solutions above leads you to an up and running Windows Firewall. Otherwise … google-on …