The FW firewall icon is showing if there's a problem with a software/hardware firewall. If you don't see the firewall icon, it's in no way saying that your firewall's not on & you aren't protected...it's saying that a firewall isn't stopping FW from working properly. It's a good thing
As long as you are using a decent firewall (bad idea to run without one), things are fine.

You'll still be able to download & people will be able to download from you. Whereas before, others probably had little or no success downloading your files