I believe that Jim's response outlines the best course of action, but I'm also interested in a few things:
Is this a new installation of OneCare?
If OneCare was working fine before, did anything change when this problem began?
Is OneCare reporting that the firewall is off? Or is OneCare reporting that it is completely off?
It actually sounds like you may have a corrupt .Net Framework installation that needs to be repaired, so if Jim's advice does not resolve it, please try the following:
To repair .Net Framework 2.0 on XP:
Open Control Panel
Select Add or Remove Programs
Locate Microsoft .Net Framework 2.0
Select the entry and when the installer launches, select Repair.
Reboot when it completes.
Alternatively, see this KB article:
http://support.microsoft.com/kb/306160
To remove a corrupt .Net Framework install, use this tool:
http://astebner.sts.winisp.net/Tools/dotnetfx_cleanup_tool.zip
The download of .Net Framework 2.0 can be found here:
http://www.microsoft.com/downloads/details.aspx?familyid=0856eacb-4362-4b0d-8edd-aab15c5e04f5&displaylang=en
To repair .Net Framework 2.0 and 3.0 on Vista, see this blog entry:
http://blogs.msdn.com/astebner/archive/2007/03/26/how-to-repair-the-net-framework-2-0-and-3-0-on-windows-vista.aspx
If the above does not resolve the problem with OneCare, please contact support:
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve