Having a router/firewall and a software firewall is sort of redundant, but shouldn't effect anything. What you should do is set your machine up in your router/firewall to be the DMZ (alll random inbound request get sent to your PC in your private lan) and then set up norton on your PC to forward the AOL ports (might have to look those up), but leave the firewall up.
This should fix your direct connect/filesharing problems, while keeping your PC safer than no firewall.
KMF