I found this in a search for windows firewall problems in XP. Maybe it will help.
For a discussion of the problem and methods to manually fix (the hard way), see link below:
http://support.microsoft.com/kb/892350To repair easily, download and run winsockfix.exe available at:
http://www.tacktech.com/display.cfm?ttid=257I know it says it's for if you have lost Internet connectivity but the same fix was suggested in another thread to fix the Firewall and ICS not starting problem.
I also found this:
Try this:
Open a run command and type: netsh winsock reset, click [OK] then Reboot your machine.
After rebooting open the Run command again and type: firewall.cpl, click [OK] and see if you will get the control panel for the Firewall.
If not try this open the run command again and type: services.msc, click [OK] on the services window be sure windows firewall is started Automatically by clicking on Properties while Highlighting the Service.