We recently discovered some unexpected behaviour in Windows Server 2008 R2. If you share a folder, then windows will automatically, and without any warning, open up the file and printer sharing ports in the windows firewall. The problem is that it opens up the ports to all network profiles, including the public one. This means that you are opening your file shares to the mercy of the internet (and it's less scrupulous denizens), without even realising it.
It would make more sense if the firewall only opened up the ports to private networks, which is our case was a VPN, and if it told you what it was about to do.
Reference: http://technet.microsoft.com/en-us/library/cc731402.aspx
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