Firewall Module Not Working

[AlanSoPro]

It installs and everything seems like it suppose to work but it doesn't at all. I tell it to stop Ping Requests reactivate firewall then open Command Prompt and ping my host and it all still works. Does the service need restarted to take effect or what? Why wouldn't it be doing what I tell it too? Just for testing I blocked 'WWW' and it still takes web requests, I've also tried blocking port 80 TCP and 80 UDP still does nothing. Why isn't this working correctly?

Thanks,
Alan