First I would recommend you to check if the Windows Firewall service is started and its startup type is set to Automatic. To do this, follow these steps.
1. Click Start, type services, right click on Services item from the list, click “Run as administrator”.
If you are prompted for an administrator password or for confirmation, type your password, or click Continue.
2. From the list of services, double click on Windows Firewall, change the startup type to Automatic, click Start and then click ok.
Once the above steps are executed, check for the Firewall settings.
1. Click Start, click Control Panel.
2. Click Security Center, check if the Firewall status is ON.
3. If Firewall status is OFF, then click Windows Firewall in the left pane of the window and adjust the settings.
I would also recommend you to run “Full Service Scan” by visiting the following link.
Microsoft Security Essentials - Microsoft Windows
For your reference, I’m adding some links those talk about.
1. Understanding Windows Firewall settings.
Understanding Windows Firewall settings
2. Turn Windows Firewall on or off.
Turn Windows Firewall on or off - Microsoft Windows Help