Windows firewall really isn`t that good, you`d be far better off downloading one of the free firewalls like Zonealarm, or Sygate etc.
You can get these from
HERE or
HERE.
If however you really do want to use the Windows firewall, instructions for turning it on, or off, can be found
HERE
Once you`ve decided which firewall you want, run a full virus scan, and run Spybot, and Adaware se as well.
It might be a good idea to go
HERE and follow the instructions.
Once you have done that, go
HERE for instructions on how to post your Hijackthis log as an attatchment.
Someone will then look at your HJT log and let you know if your system is clean.
Regards Howard