Some VPN software interacts with the network stack in such a way as to not be compatible with OneCare. Have you also placed a check mark next to Virtual Private Networking in the firewall advanced settings?
As for Quickbooks, it may be as simple as File and Printer Sharing being an issue. Check the following:
Open OneCare.
Click Change Settings
On the firewall tab, click configure firewall
If the network is shown as Public, click Change Location to change it to "Home or Work."
Click the Advanced Settings button
Click Network connections tab.
If there are multiple active connections shown, you may need to disable them in your Windows network connections settings. (Network and Sharing Center, manage connections, in Vista; Right click My Network Places and select Properties on the Start menu in XP)
On the Ports and Protocols tab, add a check mark next to File and Printer Sharing - for subnet and Internet if the first setting alone (after all of the above are verified) does not allow Sharing to work.
If all of the above fail, please contact support.
How to reach support (FAQ) - http://forums.microsoft.com/WindowsOneCare/ShowPost.aspx?PostID=2421771&SiteID=2
-steve