One thing to try BEFORE we decide a manual registry fix must be done is go to this Microsoft Page and run their automatic fix tool. Don't know that it will work, sometimes these do and sometimes these don't but it sure is worth a try.
If it doesn't appear to work at first...try rebooting the computer if you are not told to in the instructions and try again to turn on the firewall.
Let me know:

http://support.microsoft.com/mats/wi...ll_diagnostic/