Sorry, but you haven't explained this problem very well. Is it NTL dialup or NTL broadband? I have NTL Broadband and no, there is no firewall included. You say you have "tried again and again to put the programme in "ares", what is "ares"?
I use the firewall "Outpost" as reccommended by the FE. and I have no problems. I did try Zonealarm but it caused a lot of problems so I took it off.