Windows (crappy) firewall

Windows firewall keeps re-enabling itself without my knowledge. After I've disabled it, I'll try running any one of a number of internet applications, and a window will pop up asking if firewall should continue blocking it or not. So I disable the firewall, and a few minutes later, it happens again! What should I do?
Thanks for your time!

Women--can't live with them, can't have heterosexual same-species intercourse without them.

I am assuming you are running XP SP2. Go to Control Panel, Administrative Tools, and click Services. Scroll down and right click on Internet Connection Firewall, and click stop. Also change the service to manual under properties, so it doesn't start up again when computer is restarted. Also, want to get rid of that pain in the butt Security Center in XP SP2? Under services, right click under Security Center (I think) and do the same process as above.