Hi,
Follow these steps and check if it helps.
Step 1:
I would suggest you to try running this uninstaller tool and check if it helps.
http://www.norman.com/support/support_tools/uninstall_tool/en-us
Step 2:
Check in Add or remove program if any Norman firewall is installed.
How to change or remove a program in Windows XP
http://support.microsoft.com/kb/307895
Step 3:
Run this Microsoft fixit tool and check:
http://support.microsoft.com/mats/Program_Install_and_Uninstall
Step 4:
Follow the troubleshooting steps and check if it helps.
Troubleshooting Windows Firewall settings in Windows XP Service Pack 2 for advanced users
http://support.microsoft.com/kb/875357
Also refer:
http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=23800