Spuriously the last few days, booting my XP computer, I've been warned my firewall is down (in a yellow message bubble). Microsoft's Security Center software (running locally) says, "Microsoft Security Essentials is turned off." The message is not transient, either.
However, real-time protection is running just fine!
Running Microsoft's WMIDiag diagnostic tool didn't help, but web searching the message gave me this procedure (to rebuild a corrupted WMI repository—when prompted, answer yes):
> cd %windir%\system32\wbem
> net stop winmgmt
> dir /ad
> ren Repository Repository.old
> net start winmgmt
> net start "security center"
> firewall.cpl
Then in the General tab, select 'On' to restart Windows Firewall.
If you really want to understand WBEM (mentioned above, Web-Based Enterprise Management, or Microsoft's version: WMI, Windows Management Instrumentation) you can click this humorously easy introduction or web-search it.
Copyright (c) 2013 Mark D. Blackwell.