Well,

For starters, Id use a stand alone firewall like ZA or Kerio home personal over Windows' firewall.

They're more, helpful to the end user.

do you have a hardware firewall or run a personal firewall?

Tried adware/virus scanning?

Is this a power user login or are you an administrator? I'm unsure of XP's security polices without going and looking but there a lot of things disabled on a non-admin account.

~Rico

I am the administrator account for the computer, and I don't have a standalone firewall right now, although one sounds like a very good idea.

Here comes the answer that should've been obvious the moment your comp started acting funny.

Wait for it....

BOOT IN SAFE MODE AND RUN A VIRUS SCAN!

Once you're done that, boot back into normal mode, and if it's still not working, right-click on My Computer and hit Manage, expand Services and Applications and click Services on the left pane, scroll down to and double-click Windows Firewall/ICS, set its startup type to Automatic and click Start. Don't bother doing this with the Security Center service; all it does is take up an alarming quantity of RAM and @#%$ occasionally when it thinks your antivirus software isn't working. I can only assume you're competent enough to be able to figure that kind of thing out for yourself.

The step by step:

Read Cycle's post.
Went to run PC-Cillin. Couldn't find it. Assumed his download (which was earlier at Cycle's instruction) was a demo and had either gotten rid of itself, or that I had gotten rid of it.
Downloaded a new demo of PC-Cillin. Installed it (Taking note that it complained that Windows Firewall was already running). Went to run it, said "No... no more demos.", grabbed his wallet, and BOUGHT PC-Cillin.
Downloaded the purchased version, installed it (Taking note that it complained that Windows Firewall was already running).
Went to run the virus scanner in Safe Mode. It made a statement about no network card and refused to scan.
Went to run the virus scanner in Safe Mode With Networking. It made a statement about no network card and refused to scan.
Ran the virus scanner in regular mode. In this hour, I found 21 problems (14 quarintined, 7 somehow unaffected), and read several chapters in "So Long, and Thanks For All the Fish"
Restarted, checked the settings as instructed, found that they were already the way I was instructed to make them.
Checked Windows Security Center, and it looked the exact same as my screenshot.
Went to go to the Mobius Forum to post on this, to find EzBoard down.
Said "Hey. PC-Cillin has anti-virus. PC-Cillin has a personal firewall. PC-Cillin doesn't make me feel like WinXP SP2 was a total waste of time. I'm just going to ignore Service Center and call PC-Cillin better then Microsoft. I mean, it worked when I installed Firefox."
Went to bed content in the feeling that I finally put my credit card to proper use, and that having the program makes the entire 2 1/2 process worth it.

Went to run the virus scanner in Safe Mode With Networking. It made a statement about no network card and refused to scan.
That doesn't make sense. Do you connect to the Internet using dialup? Try using AVG Free Edition, which doesn't demand the presence of a network connection in order to operate.

In this hour, I found 21 problems (14 quarintined, 7 somehow unaffected)
Yeah, see, the unaffected ones were probably unaffected because you were running in normal mode and they happened to be running. As you know, Windows can't modify something that's running. Hence Safe Mode. Try AVG and see if that works.