Hi I have a total noob question (I've never used a firewall other than windows default). I know using more than one software firewall is not good. Is windows FW included here? If I would like to use a 3rd party FW, like Comodo or sunbelt, would I have to disable windows built in FW?
You should turn it off, although the Windows firewalls seem to coexist OK. Some others simply hose your system if you use them together. Problem though is that your 3rd party firewall won't be able to control things if there are other firewalls in front of it that evaluate traffic earlier for inbound and later for outbound and block or allow things independently with different rules. Router firewalls, for example, are famous for responding and unstealthing ports when you try to block them with a third party firewall. And opening ports gets to be more interesting if the Windows firewall thinks they should be closed by default.
A 3rd-party firewall has no control over your router. To open/close ports or stealth through port-forwarding, you need to config the router itself. If you scan your ports, at grc.com for example, you're scanning the stealth of your router not your s/w-firewall...