Many of us remember the famous Windows XP Service Pack 2, which really marked when Microsoft started to get serious about their client systems’ security. Prior to that there was little to guide the end user that I remember. XPSP2 brought the first version of the Security Center, which made it easy to set up the Windows Firewall and actually told them they they needed an antivirus to be safe. This was still prior to Microsoft’s providing one.
Anyway, Windows Firewall is still around and rarely seen after maybe the first week of an installation of Windows, since it is on by default and by then, all the other programs will have been installed and configured to go through the firewall.
Sometimes, however, things glitch:

I have no idea what the cause of this is. Is it a problem?