For http access, no. But if you're making connections from anywhere else then only you will know what ports your using. For example, you might want to open port 1433 is your SQL instance is running on the default port.
Personally, and I know I'm not the only one, I'm not a fan of Windows Firewall. All our servers have it switched off and use other software.
Excuse my typos and sometimes awful grammar. My fingers work faster than my brain does :-P
Please always remember to encapsulate your code in IFCode Markup. For example [code=sql] [/code]
to read Jeffs Guide on how to post SQL questions, and get swift and helpful answers from the community