I know that I have a firewall installed but I've forgotten what it is,when I go into security I get the message Windows Firewall turned off so how to find which one I'm using.
Make sure that the entry for every network says "Connected". Chances are you'll have only one "network" entry unless maybe you work remotely and connect to your work network via VPN or somesuch...
What antivirus program are you using? Most antivirus paid programs contain a firewall which turns off the Windows one when they install. As you are using Windows 7 you have one of the best two way firewalls you can get so like MarkRae said check your firewall in the Security Center and if you have just an antivirus program like Avast then there is no need for a third party firewall just use the Windows one