Until you figure out why this happens, you can use netsh command to enable "File and Printer Sharing".
netsh firewall set service type = FILEANDPRINT mode = ENABLE
Check also
Troubleshooting Windows Firewall settings in Windows XP Service Pack 2 mskb #
875357>System OS is windows XP,
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>Most of times that system is restarted, "File and Printer Sharing" check box in Windows Firewall gets reset and other systems loose access to this computer. It happens sometimes in midnight or early morning because of receiving windows updates and some patched, security add ins, or fixes code for windows which force it to restart system. (Automatic Windows Update has been set every day at 3:00 AM)
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>How can I keep "File and Printer Sharing" option always ON in Windows Firewall? (Even after restarting the system and any other time with automatic or force restarting and more).
--sb--