The firewall service is required for all "modern" apps to run, including the store. The firewall service actually houses more than just the firewall itself, and you pretty much need to leave it enabled for Windows 8 to function properly. If you aren't using it or don't want to, the proper way to disable firewall functionality is to go into the Windows firewall control panel applet and set the three profiles (domain, public, private) to "off".