Depeding on the Router yes. To test to see if you are vulnerable i would say go to **Home of Gibson Research Corporation**
and do the Shield's Up Test.
Just select each test and let it run.
First go here:
Then click on each of the headers. File sharing, Common Ports, All Service Ports, Messenger Spam, and so on. The site will try to gain access to your system. But not in a harmful way. It will let you know if you have any open ports that should be addressed or anything like that.
If you pass without anything getting thru. It is safe to leave the Windows Firewall off.