Try going to Connections in Control Panel and select View from the menu. Then Details. Expand the STATUS line by double-clicking on the right edge. With me it says "Connected, with firewall" (I hope, as I am using Norwegian)

If this is so with you, then look to the left of the window(XP). There should be some choices there where one should read something like "Change properties for Windows-firewall"
Click this and you will come to the settings for it. If you want to use Norton Firewall, simply turn off Windows-firewall.
If you don't have this, right-click connection, Properties->Advanced->Windows Firewall->Settings and then turn it off.

Haven't used anything from Norton for about 9 years, so I can't help you with that unless you send detailed screenshots. I may be able to see something from those.