You are missing a key entry in the "shared access" "standard profile" registry key (see attachment).
Download, and run the "sharedacess.reg" file again and confirm the merge to the registry.
Then manually check the registry to see that you have what I show. Reboot and see if the firewall is enabled or can be enabled without error. If not, check the registry again to see if that key remains correct.
http://windowsxp.mvps.org/sharedaccess.htm