The new Security Center feature in Microsoft XP SP2 does not detect many Anti-virus and Firewall products. It appears to be designed primarily to detect Microsoft's own limited Firewall. So far, Microsoft has been unwilling to provide any interface information and appears to have no interest in fixing the problem.
We recommend you avoid using the Microsoft Security Center, as the information about Anti-Virus and Firewall operation is inaccurate. To eliminate the annoying messages Security Center creates, you can turn off its messages about Anti-Virus and Firewall. To do this, click on Start, Control Panel, then Security Center. On the left side resources panel, select the bottom option "Change the way Security Center alerts me". Unselect the items.
To check the status of Anti-Virus and SystemSuite's Firewall, right click on the SystemSuite or Fix-It icon in the taskbar. A checkmark will appear by "Virus Scanner" and "NetDefense" to confirm the Antivirus and Firewall are active.
For any SystemSuite firewall issues please see this article:
I have SystemSuite installed and after upgrading to XP Service Pack 2 I have lost my internet connection. What can I do to restore my internet connection? (KB002136)