I wonder if you have another firewall program installed on that computer that is set to default. The two would conflict if they ran together so one would have to shut the other off.
No, all I have is Windows firewall (till I downloaded Comodo). The computer came with Norton, but I removed it (it was messing up everything).
I have Avast anti-virus. Does it have a firewall? Are its eight shields the same as a firewall?