There's only one group policy to do this, and it affects the entire action center, not just the firewall notifications, but if that's OK with you, then you should use it.
User Configuration\Administrative Templates\Start Menu and Taskbar
Remove the Action Center icon
Minimum Windows: 7 or 2008 R2
If you want to get deep into the registry, you can use the new Preferences control to define your own registry key, using:
Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Action Center\Checks\{E8433B72-5842-4d43-8645-BC2C35960837}.check.100
Value: CheckSetting
Type: REG_BINARY
Action: Update
Data: hex:01,00,00,00,d0,8c,9d,df,01,15,d1,11,8c,7a,00,c0,4f,c2,97,eb,\
01,00,00,00,0f,d1,f5,d2,7c,1b,1e,41,a2,41,8a,2f,0b,40,4d,80,00,00,00,00,02,\
00,00,00,00,00,03,66,00,00,c0,00,00,00,10,00,00,00,e5,7c,ff,ca,d2,b9,a4,8d,\
aa,2a,c7,9d,67,d8,ec,29,00,00,00,00,04,80,00,00,a0,00,00,00,10,00,00,00,aa,\
54,fc,38,2d,ab,01,a6,30,aa,a1,4b,91,e2,f6,1e,c8,00,00,00,a8,e3,ca,b4,47,f3,\
55,bd,ac,7e,58,b4,18,26,25,d8,42,1b,d1,e3,c4,76,20,0f,65,6d,5a,a8,66,8f,2c,\
c4,50,23,6f,ff,0d,0e,fe,ad,e2,5b,42,6a,30,15,65,74,91,d1,c9,60,f8,5c,81,3e,\
ae,4c,d0,28,84,71,3a,f5,e2,b6,bb,2e,fa,f0,22,21,4f,ae,48,cd,dd,89,c0,32,b3,\
02,8c,c8,19,a2,5c,54,7a,04,9f,93,25,bc,5b,d1,bd,5d,38,d8,4b,11,cd,67,bc,9a,\
c6,33,d2,bf,92,01,73,19,96,a4,29,da,bd,57,ed,b8,39,79,5f,6f,bb,78,09,63,2b,\
b2,fc,9d,99,ef,22,7b,41,05,fe,a7,2e,2d,01,80,14,1a,1f,1b,14,fc,d1,d7,4e,24,\
a7,50,4a,8e,c1,90,d8,ad,5f,1c,89,ef,70,b9,29,e6,48,87,1d,67,2b,08,ec,cc,8e,\
71,31,25,28,fb,63,3e,40,2e,a4,71,80,e8,67,d6,70,f8,63,fb,14,00,00,00,10,fb,\
b1,09,9c,33,82,95,22,d7,2f,90,b7,fe,6d,af,96,9f,73,2a
It's not pretty, but it works. Besides a GP Pref, you can also apply it with a login script. {E8433B72-5842-4d43-8645-BC2C35960837}.check.100 is the built-in Windows Firewall, check.101 and up are additional third-party firewalls.
The registry keys in this folder are the ones that get changed when a user clicks "Turn off messages about (whatever)." in the Action Center.