As long as your firewall is on and you've verified it, I wouldn't worry about it.
Consider a free firewall...Comodo and Zone Alarm are free and more efficient than the windows firewall.
One last note...go to system properties and enter into system restore, check the box to turn it off, wait a minute or so then uncheck the box so the Status reverts to monitoring. This will establish a new restore point so any malware held in a restore point is purged.