why does XP Firewall turn itself off after activation?

[Lee]

I have XP Home Ed.

OK..........so I go and 'checkmark' the box that purports
to turn on
or activate XP Firewall. I then click 'OK' at the
bottom of page.

I then go about my business. However, if after a while I
go back and
look at the box I had checked, it is now 'unchecked'. No
checkmark,
which I believe means that XP Firewall is no longer "ON".

I've done this several times.

How can I get my XP Firewall to stay "ON"........?

Thank you Lee Carkenord