To turn off Windows firewall:
1) click Start>Run>Type services.msc
2) Find the Windows Firewall/Internet Connection sharing (ICS) service.
3)Click on the service>Stop the service>Right click the service then click on properties.
4) Use drop down tab to disable the service.>Then click OK and close the services window.
To stop the annoying prompts:
1)Click the annoying prompt>Click the Recomendations button. > Place a check in the box that says I have my own firewall device (or something to that nature).
PS:
It is not advisable to have more that 1 firewall active on any given workstation. If you do not trust just one find one you do trust.