What do I do?

From what I know.. You can not turn them on all at once. But you can follow those steps to turn them on individually.

Windows Firewall: Control panel - System & Security - Windows Firewall - On the left hand side you will see "Turn off/on windows firewall"
Malwarebytes - Go to your task bar and navigate to the hidden icons. Right click on the icon and it will give you option to turn on real time protection module.

Windows Defender- Go to this website: Turn Off/On Windows Defender
 
My simple answer is that yes, you can, provided Kaspersky is only the antivirus without the firewall.

EDIT: To help people with such decisions, the rule is that you can only have one antivirus and one firewall. But you can normally add several anti-spyware tools. Since Windows Defender and Malwarebytes are both anti-spyware, their coexistence shouldn’t present a problem. But this does not apply to Microsoft Security Essentials, which is antivirus and could not coexist with Kaspersky.
 
ok so kas has its own win fire wall, its just that there are so many warnings when win f w is turned off..............
 
NEVER run multiple anti-viri programs all at once. You're ASKING for system problems not to mention they will slow your system to a crawl.

One is enough. I have run MS security essentials for several years now with NO issues whatsoever.
 
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