I Have Norton Internet Security 2004 With Me. I Came To Know That One Should Not Have Both Firewalls Working At The Same Time.

You absolutely should only run one firewall at a time--in your case, use the Norton firewall only. Though it is better than nothing, the Windows firewall is still deliberately crippled and nearly useless compared to anything else. It should only be used if nothing else is installed; even then, the free Kerio, ZoneAlarm, or Sygate firewalls are each far better and one should be downloaded immediately if a retail program is not available.