I have Windows Firewall (but I've turned it off too).
I haven't tried another firewall until I'm sure I can get on secure sites (like my yahoo email, ebay, my bank account etc!!!) :)
well if all of your firewalls are turned off then maybe you have an IE problem. You really should try firefox and see if you can get to those sites with it.
http://www.mozilla.com/firefox/
I have no more advice than that.