Windows Firewall Settings Problem

Hello there, I am using Windows XP Professional, recently I've scanned my computer and found many different types of viruses, I used McAfee and got rid of 'em for some odd reason when  I hit the ctr+alt+delete to get to the windows task manager, I saw under the processes that internet explorer was still there (iexplore.exe) and couldn't end it, so I located the file and had to change the setting before I could delete it, anyway, I checked on the firewall and it was disabled and went to enable it but a message saying "Due to an unidentified problem, Windows cannot display windows firewall settings, DOes anyone  know how I'd be able to get to the settings and be able to enable it again? Also Is there a way someone could hack into a wireless router? I'm just curious, My wireless router used to have a name which i had set up and included a password but now it only shows as "Linksys" and it's not password protected, not sure how that happened, please help me
Maykel