Click the Windows key + R simultaneously to bring up the Run window and type in services.msc and click the Enter key or OK.
Go down the services until you find Windows Firewall Service - make sure it is started and automatic. Double-click the item to bring up the editing window. if needed.
If it wont stay that way then it could be an infection or competing software, or that you've been using Registry Cleaners - this is typical of what happens when they are used.
For the infection risk try scanning with Stinger and Malwarebytes Free both linked in the last link in my signature below.