I think I found a problem. Anyone know if Windows Firewall keeps running if you disable it?

Let me explain. I disabled the windows firewall and went onto LW to see if it would work. After about a hour of nothing working I notice that little icon. That says you are under a firewall. It says I am. So im confuzzled right now as why if I turn it off am I still under it? So I go to security Center and click firewall and lo and behold it says Panda 2006 Personal Firewall is ON.
Now that is probably the problem. But another problem (yes a lot of problems ) is........ Its not installed on my computer. Windows reports it as a firewall but I cant seem to find it to disable it. Anyone know how to kill a firewall you dont have? Or is it still lurking somewhere in my PC?

Btw. It was a trial version of Panda and their uninstaller sucks big time. So I had to get tech support and they gave me a file that uninstalled it. But I still have to Firewall Showing up.