Hi KostasGR,
In most cases this message means that we have failed to remove Firewall-1 driver due to some process (or more) that currently using the driver.
to understand which process is it, please SSH to the Gateway and run the following command (from Expert mode):
fuser /dev/fw0
This command will output the PIDs of the process that currently using the driver.
you can run "ps aux | grep <the pid you got>" in order to understand which process is it.
Please let me know which process currently using the Firewall so we can assist you.