Cant Turn On Firewall And Other Security Settings

My home computer hard drive died. Critical data was backed up, so I didnt lose anything important, but Im having trouble with my replacement computer.I had another serviceable WinXP computer, two years old, that had never been connected to the internet, so job one after putting it on my desk was to download AVG antivirus. I did that.But when I tried to update the virus database, AVG Control Panel said the connection failed, and I couldnt download the updates. (I can access the internet via IE7 just fine, which of course I dont want to do without adequate virus and spyware protection.) And when I checked my Security Settings, it says that the firewall is turned OFF. When I try to turn the firewall ON, the first error message says:

Windows Firewall settings cannot be displayed because the associated service is not running. Do you want to start the Windows Firewall/Internet Connection Sharing (ICS) service?When I click Yes, the next error message says:Windows cannot start the Windows Firewall/Internet Connection Sharing (ICS) service.Obviously I need instructions from a print or online manual to fix more than just the firewall problem. But Im not sure where to start looking, and what questions to ask when I get there. Some Windows users forum? This forum here? Where do I start?