Well, a few things that you can try is to enter the bios. When you first power on pc, it may be the F2 key or delete key. It may vary.
See if there is an option to disable booting to cd etc and place an admin password on the laptop.
The reason why I ask for you to disable boot from cd and everything else, is that there are programs that will crack your password and reveal it to the hacker/thief. I have used it for fixing users computers, but forget to ask them what password is.
Next I will look for local user accounts on the laptop. C:\Users and select Tools - Options - View and select Show hidden files, folders and drives and UNCHECK Hide protected operating system and press OK.
This will show any hidden files or folders. Here you can remove the local users' files and folders. Leave Default, Public and your own.
Now right click on Computer and select Manage. Under Computer management - System Tools - Local users and groups there is a Users folder. Open that up and you will see which accounts have been created. Delete those you don't need.
Also make sure Guest account is disabled.
Now the other thing that could've happen is that this person has placed some sort of Rootkit or keylogger on your machine. The keylogger will capture your key strokes every time and send to a server or file etc.
Make sure your password is at leat 8 characters long with letters, numbers etc.
I would install avast from download.com and update everything and run a full scan to see if it picks anything up.
I don't know if that firewall will prevent a person from physically taking control of the system by user a local account or something. Is it possible this person is switching out your hard drive or something silly like that.
Try those things and you may have to reinstall Windows again if they don't work.