To enable Windows Firewall in a domain environment, the Group Policy setting you would use is located in:
Computer Configuration\Administrative Templates\Network\Network Connections\Windows Firewall\Domain Profile.
The setting is called Windows Firewall: Protect all network connections.
For more detailed information on configuration check out this article <a href=”http://technet.microsoft.com/en-us/library/bb490626.aspx”>here</a>. It refers to XP but will work with Vista and 7 boxes as well.