The Firewall (ICS) involves many services. You can go to Administrative Tools in the Control Panel, then click on Services. Here, you will see Internet Connection Sharing - Internet Connection Firewall in the list - double-click on this, then go to the dependencies tab. You should expect to see four services which you must enable Firewall ICS services to run. Determine if any of the dependent services are disabled. Set any that are disabled to "manual."