aol and xp firewall?

My first thread in this forum. Asking for a newbie friend. He has a hardware firewall and his software firewall is the XP firewall.

He has XP Pro and his firewall is "enabled" according to XP security center. Then, when he goes to use his aol email account, the aol security feature tells him "firewall not detected." Seems strange and concerning. Anyone know what he should do here? (He does not really want to upgrade his software firewall, but wonders if he can use his aol firewall while using aol, even though his xp firewall is enabled also.) Thanks in advance.