Notify me when Windows Firewall blocks a new program
If you select this check box, Windows Firewall will inform you when it blocks a new program and give you the option of unblocking that program.
Turn off Windows Firewall (not recommended)
Avoid using this setting unless you have another firewall running on your computer. Turning off Windows Firewall might make your computer (and your network, if you have one) more vulnerable to damage from hackers and malicious software.
Notes
If some firewall settings are unavailable and your computer is connected to a domain, your system administrator might be controlling these settings through Group Policy.
To turn Windows Firewall on or off, see Turn Windows Firewall on or off.