If you are getting this configuration because of Windows Domain policies (and you also administrator of the computer)

then you could need to be able to set the firewall.

Solution :

Make sure you are not connected to the Windows Domain
Open the Registry Editor
Navigate to the following key:
HKEY_LOCAL_MACHINESOFTWAREPoliciesMicrosoftWindowsFirewall
Remove the key WindowsFirewall
Reboot your computer (necessary for Windows to re-apply the policies stored in the registry)