Windows keeps several ports open all the time. Go to a DOS box (XP/2K Start->Run, then type "command" and press )
In the box run "netstat -an" and it will list all your open ports for UDP and TCP. Make sure you close down all programs before running this, or you could get quite a list.
The ports with "Foriegn Addresses" os all zero's are the ports Windows keeps open all the time. They will get exploited, even if it is just a DOS attack.
The ports you cannot close down in Windows are ports TCP ports 135, 139, 445 (XP/2K) and UDP ports, 445 (XP/2K), 137, and 138.
The 13x ports are the NetBIOS ports and are used for file and printer sharing and have always been a security problem with all versions of Windows since W95.