windows firewall turns off automatically

Hi

I have windows 7 and I have noticed that if i turn my computer off, and turn it on my windows firewall turns off too, what could be the problem, and my internet seems slow too. any ideas what could be wrong, I have AVG so everytime i scan there is no malware or any virus found, also yesterday there was a pop up message that another computer has the same IP as mine, how do i deal with this

please assist