Older versions of Norton wasn't recognized by SP2 Security Center, Norton came out with a patch and it should have downloaded when it updated.

For the XP Firewall ? Go to Control Panel> Administrative Tools> Event Viewer. Check in Applications, System and Security for errors related to the Firewall. Right click the error, choose properties and see what it says about the error.

You could also try to re-install SP2 or turn off Security Center if you know AV & Firewall are in working order.

I would use another firewall other than XP's. ZoneAlarm Free, Sygate Free, Kerio 2.1.5 Free are good choices.