Welcome to GeekToGo,
I see you have a problem, you will be fine. It is my recommendation that you don't use the windows firewall. It is not very secure. There are several very good firewalls that are free and a very good.
I have provided some links below to free Firewalls that I recommend, I personally use Zone Alarm, they are all pretty good. Please install only one, Firewalls are not compatible with each other and can cause system instability, sluggishness, or vulnerability to a breach of your firewall. Disable you windows fire wall as you can't uninstall it.Zone Alarm Firewall Comodo Firewall Pro
If you choose to use Comodo, it can be installed as both an antivirus and firewall or just antivirus or firewall. Please pay attention to the install if you plan on using another antivirus provider.Online Armor personal firewall
All of these programs have to be set as to what is allowed to happen with your computer and they can learn. It is not that difficult and they will really help lock your computer down. In a good way.
Let me know how it works, if you have any other questions feel free to ask them here, We don't judge anybody.