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Login scripts run in the security context of the user logging in and are therefore not suitable for manipulating the Windows Firewall.
You can use Computer Startup scripts as they run as the LocalSystem account.
http://technet.microsoft.com/en-us/library/bb490626.aspx
Edit an existing or create a new Group Policy Object (GPO)
Computer Configuration → Administrative Templates → Network → Network Connections → Windows Firewall
Choose the proper profile to modify, Standard or Domain, if you are on a domain-based network.
Here are some settings to:
Windows Firewall: Protect all network connections → enabled