This message "Your computer is at risk" keeps appearing on my screen and I try to turn on my firewall, however it always turns off by itself. I'm on Windows 7, thanks in advance
Also I don't see Base Filtering Engine service in services
Until this is hopefully spotted by a technician you might want to check this thread to see if it helps: https://community.mcafee.com/message/280363#280363
Or Technical Support is free and available by phone or online chat and linked under Useful Links at the top of this page.
Is this Windows 7 SP1 and FULLY updated including IE10 whether or not you use it?
Have you been using registry cleaners lately?
The Base Filtering Engine is part of Windows and this is typical of what happens when registry cleaners are used. If that's the case see if the cleaner has a restore button.
If not then you are going to have to either reinstall Windows or at least contact Technical Support for further advice. At least that's relatively painless and free of charge, linked via Useful Links at the top of this page.