Try the firewall repair tool if you are referring to the OneCare firewall, which would cause the OneCare icon to be Red/At Risk.
Firewall repair tool -
http://social.microsoft.com/forums/en-US/onecarefirewall/thread/e67b1989-afd5-47e5-a393-3a551c7c7e60/
If you are seeing this reported in the Windows Security Center or the Windows Firewall settings, this is normal as OneCare turns off the Windows firewall and uses its own.
If OneCare is in red status and the OneCare firewall repair tool does not resolve the issue, please contact support.
How to reach support (FAQ) -
http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
~ Microsoft MVP Windows Live ~ Windows Live OneCare| Live Mesh|MS Security Essentials Forums Moderator ~
