You cannot start the Windows Firewall service in Windows XP

To install Windows Firewall, follow these steps:

1. Click Start, click Run, type cmd, and then click OK.
2. At the command prompt, type the following command line, and then press ENTER:
   Rundll32 setupapi,InstallHinfSection Ndi-Steelhead 132 %windir%\inf\netrass.inf
3. Restart Windows,
4. Click Start, click Run, type cmd, and then click OK.
5. At the command prompt, type the following command, and then press ENTER:
   Netsh firewall reset
6. Click Start, click Run, type firewall.cpl, and then press ENTER. In the Windows Firewall dialog box, click On (recommended), and then click OK.