Whoomba, have you tried rebooting your comp to see if the PCtools firewall is all gone then? I've never used that one but if it's stubborn to uninstall, you might have to use your comp to search for PCtools & delete anything that shows up from there.
There's a post in their forum about a problem with the PCtools firewall not automatically turning off Windows firewall (people might assume it's off when it's not)...maybe that has something to do with your trouble?
http://www.pctools.com/forum/showthread.php?t=45939
If you still can't get rid of the PCtools firewall, go to that forum & see if you can find some more info.
At the end of the day, you'll have to choose 1 software firewall. Configure it to allow LW & then disable any other software firewalls.