Windows Defender is not a firewall. It is a Anti-Spyware applicaiton.
Windows Defender is a free program that helps protect your computer against pop-ups, slow performance, and security threats caused by spyware and other unwanted software.
Now to answer your question...No. It can be removed. Most firewall applicaitons dont turn it off either. Only the Security Suites that have built in Apyware applications will turn it off. Like the Eset Smart Security Beta, Aone Alarm Secuiryt Suite and hte TrendMicro Secuiryt Suite all Vista ready.
Defender isnt that good. But it is better to have that running than nothing at all. Plus it doesnt run all the time. Only when it is scheduled to do a scan at 2 AM. Only thing i found you can do. Open Defender and just exit out of it by the ? Menu. They will give a warning that you wont be notified by potentially harmful software. But if you really wish to shut it down that is the best way.