Question about ALG

I recently purchased a DLink modem/router. Under the Firewall section there is an Application Level Gateway subsection with various checkable boxes corresponding to the following protocols and applications:

PPTP
IPSec (VPN Passthrough)
RTSP (Online Video Streaming)
Windows/MSN Messenger
FTP
H.323 (Video Conferencing)
SIP
Wake-On-LAN
MMS

Since i am not using any of them, is it safe/secure to uncheck them?

PS. After searching/reading about ALG, it is unclear to me whether its main role is to make these protocols/applications work with NAT (ease of use) or to enhance network's security.