As quietman7 said,everything should be fine. The reason that NIS does not like the Windows Firewall is because it comes with its own,which is more powerful than the Windows one,everythings fine there. Just make sure its using the Norton one you are using,by default it should have turned the windows one off automatically.
You can check by going to the Contral Panel and selecting Security Centre and use the drop down arrow next to Firewall and see if it says its Nortons!
One other anti malware programme i suggest downloading is ewido
,it picks up things some others dont,but then thats why its best to have different anti-spyware programmes,as they may find things others have missed,non are 100% proof,so having a few,gets you closer to that 100% as you can be.
The only thing you need just the one of is an anti-virus,which you have.
Find ewido here:http://www.ewido.net/en/
Just remember to update everything before you scan