when you turn on the windows firewall are you opening ports 80 and 21? If you dont then nothing will be able to get to your apache or ftp servers. - this is the same for any firewall.
As for your friend hacking into your computers, find out how he did it. Most likely, as C.Ingram says, he cracked his way in (i.e. got one of your passwords and made it in). I would guess that he did this via your ftp server - unless completely necessary i wouldnt give anyone write access to your ftp server anyway.
If this is not how your friend hacked your computer i would suggest he is bull5h1tt1ng. You are behind a NAT firewall (assuming your internet connection comes through your router) - unless of course he was on your network, this would make it a bit easier for him.