why does XP Firewall turn itself off?

> 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 is

> 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