The firewall was most likely to start because of permissions the instructions in this how-to. So, try opening CCleaner directly from its installation folder to see if that makes any. You can remove CCleaner with causing the issue if the shortcuts.
I clicked the run CCleaner. This guide about how to always run apps as an administrator includes instructions for permanently setting programs to start with elevated privileges. Having such a program installing on your system will just bloat it down and you have more chances to have issues.
