How to block ping reply using Windows firewall

I am behind a NAT router (on a home network). I ran a test on Shields UP!
site and found all ports stealth, and ping test also passed.
I found on the windows firewall advanced tab that although each of my
network components had "allow incoming echo request" unchecked, that the
global ICMP button setting showed a tick for this, which could not be removed.

My mother has a single computer, and just the modem (Speedstream 4200) -
which apparently has a built in router - but she is not on a network and has
the modem configured for single computer usage. Her Windows firewall settings
are identical to mine and again, the tick on the global ICMP settings button
cannot be removed.
However the Shields UP test on her computer fails the Ping test, though all
ports are reported as stealth.

Would this be something to do with the configuration in the mdoem? I'm a bit
concerned at the ping test fail. We use Skype and VNC, we use file sharing
over Skype - is it possible any of these such programs have something to do
with it?

How can I secure her computer?