Check also in services if base filtering engine is active and started. If not that will stop windows firewall as well i think. If so post back and I will get a tech to contact you, he needs to change some things on your PC , he has done this for many users here.
Though this implies you have the zero access rootkit
This also has the steps to load the filtering engine a tech can do it for you if you do not feel confident.
You can try stinger and rootkit remover from here as well
Actually, I ran a program from here: http://www.bleepingcomputer.com/forums/t/464864/windows-firewall/ for an hour. AMAZING!
Windows Firewall, Defender and Security Center is all running!
Base Filtering Engine and Windows Fire that were not on Services before are now back. So now McAfee firewall is on and working, back on my Stealth mode!
I highly recommend to follow these steps on that website. It put all the missing registries back. All the files are legit and from Microsoft itself.
EDIT: On the icons tray I see a file named 474E.tmp. I think it's a remnant of that virus becuase it has the image I recongnize. Anyway to remove it either by McAfee shredder or another program? I can't find it when I search for it on my computer.
Oh and I also ran other programs previously such as Stinger. On the lab tools a representative told me to run the first, third and fourth which was Stinger, but neither programs did anything.
Actualy if you gave me that you had an the error 5 message I would have given you a similiar fix but I assume you did not get such a message. Good to see all ok now though for shredder go to navigation and features(or similiar link) and see if you have the option to install it.