its more than likely you have anti virus software installed and its not advicable to have two lots of firewall running so the problem being like i,ve had that message myself is ignore windows firewall and use the anti virus software firewall..which you should find no problems with..also allow what programs you need thru your firewall like of cause nitcomet or you,ll end up with a yellow light on it when downloading..
so remember no two firewalls running at once is the main issue.and also allow ya anti virus to accept certain programs thru to the net...watch out for adaware programs some have crap in them....
all the best wish,s to you
take care
laters byeeeeeeeeeeeeee