port 139 is used for Windows File Sharing. If you are alone on the network, and are only connecting to the Internet, I suggest turning it off.
Just a question though. What OS are you running without a Firewall? Are you mad? Even Windows Firewall is better than nothing. Plenty free firewalls you can use. Even free Operating Systems with built in Firewalls. If you are stressed about a single port, you should be running a firewall.