Works here, I even get a balloon warning right away about the protection is off. Maybe you don't have permission? What Windows version are you on? Sure your firewall is the Windows own?
Anyway, since you don't see any error messages with a hidden window that exits right after the command, go to command console and type the command manually: from Start Menu, Run "cmd.exe", in the black box type the command "netsh firewall set opmode disable" and press enter key.
Now, see if it tells you anything.