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".
OK Thks for reply I already have a firewall with norton, that is why I am asking the question ,it basically means if I want to use apps on windows 8 I need it enabled at all times.So I just leave it on even with a third party firewall in windows 8?
Yes - you should NEVER have to disable it, even with other programs installed. The service should be enabled / automatic and running, and you simply set the three profiles in the control panel to "off" if you install anything 3rd party (although good installers should do this for you automatically, best to check).