Windows Firewall Problem

I have a problem with the windows firewall. At the top it says "For your
security, some settings are controlled by Group Policy". The problem is that
I haven't changed any settings in group policy on this machine.

I have a single PC running Ultimate version - its not connected to any
domain. I have gone through all available options within the local security
policy and the advanced windows firewall settings. Everything as far as I
can tell is set to "not configured". The only way I can disable the firewall
is to stop the service.

Any help would be most appreciated.