Windows XP Pro Firewall problems.

Are you on a network? Looks like there is some kind of policy prohibiting you from changing your firewall settings.
Is your user account part of the administrator group?

Kind Regards,
Jim

If you are not on a network are you the one that set the computer up? The administrator can set users up and what rights they have when they login.
So when you first got the computer who turned it on and set things up? If it was you do you remember the administrator?s password so you can log in as him?
A group policy tells the computer how to give access to a person or a group of people.
If you are using 2000 or XP click on the start button, run then type gpedit.msc and you will see the group policy editor but don?t do any thing in there because you could make your computer unbootable.

Sounds like your computer thinks its part of a domaine. OPen local security policy (start run, mmc, addremove snapin, local security policy) and browse around till you find the firewall settings.
http://www.microsoft.com/resources/documentation/windows/xp/all/proddocs/en-us/sag_scedefaultpols.mspx?mfr=true
might also help. Covers setting local policy and useing a template. Compatws is prolly what your after.

I figured I'd better ask for more help since it's been awhile. Still having problems with my firewall (not being able to turn it off or on everything is grayed out and its set to on).(normal?) I don't like not having the ability to chose. I went into group policy and everything is not configured. Any help will be appreciated

isnt there a something blocking it in control panel just like system restore? there could be something like that thats causing it.

I know this comment is late. The contribution is just in the interest of knowledge. The following is from Ramesh's site [Windows Firewall options are grayed out. Available: http://windowsxp.mvps.org/resetfwpol.htm. Accessed: 2007-11-27]:

Problem: Windows Firewall displays "For your security, some setting are controlled by group policy."

Resolution:
Method 1 - For Windows XP Home and Professional Editions
1. Start > Run > Regedit.exe
2. Navigate to HKEY_LOCAL_MACHINE \ SOFTWARE \ Policies \ Microsoft \ WindowsFirewall
3. Backup the key and then delete the WindowsFirewall branch.
4. Close Regedit and restart Windows.

Method 2 - For Windows XP Profession
1. Start > Run > Gpedit.msc
2. In Compuer Configuration > Administrative Templates > Network > Network Connections > Windows Firewall > Standard Profile,
set state of the 14 entries prefixed with "Windows Firewall:" to "Not configured"
3. Exit the Group Policy Editor.