I've had this if it's only the Windows shield that comes up RED then asks you to "click this balloon to fix "? You may have your Firewall set to manual start. Here's how to to get to it (Windows XP is my O/S hope this helps)
Firstly you need to have Administrator rights (without this you won't access the Logs)
/\ "My Computer" -1 left click then 1right click with mouse
/\ drop down menu left click "Manage"
/\ " Computer Management" opens
/\ left click on (+) at " Services and Applications"
/\ left click on "Services" and a large Log file opens in the right window with icons of yellow and white cogs
/\ scroll all the way down to the log file named "Windows Firewall/Internet Connection Sharing(ICS)"
/\ 1 left click then 1 right click with mouse
/\ drop down menu click "Properties"
/\ at the "General" tab "Startup type" heading should read "Automatic" if not open up selections menu on right and select it. After any change the bottom right corner button highlights "APPLY" click this button, "OK" to proceed. Next restart or open the PC Firewall should start Automatically as you've altered the setting. :monkey: