Ok, here's what you do... go into the security center, Click on Windows Firewall under the Manage security settings for: area. Turn it off (if it isn't already), click ok. Now the Firewall section under Security essentials should be red. click on it to expand it, then click the Recommendations button. Check the box "I have a firewall solution that I'll monitor myself..."
Click ok, restart, and see if that fixes it