Maximum PC

Would you guys keep the win 7 firewall on if your modem has a router built in?
I'm pretty sure my pc has an (internal) address that starts with 10.0.etc. Is it still better or worse to keep the win 7 firewall on?

Keep it on. It can help prevent malicious applications from contacting skynet... err the internet. You'll have control over what does and does not gain access. You can use a program like zone alarm that gives you more control than win7, but I'm sure there's tons of other products on the market that does an equal or better job and hopefully someone else chimes in here.

I would...mainly because you get that damned nag about no firewall...

...in all seriousness though, I'd rather pick through events there, then events at my router.

For some reason, everything I say is taken as a joke.
I guess it's cause it's windows and using it is compromised security to begin with.
I just wonder if it is windows firewall that closes port 21, instead of making it 'invisible' (I test this with grc.com)

yup it is necessary if you want to use as secure

Unless you're running as an admin without UAC, Windows's security flaws are just exploits and user related (mostly user related). Then again, I'd blame the user for running as an admin and without UAC. Anyway, port 21 is for FTP connections. This is blocked by default by most firewalls IIRC in favor of SFTP. Or something. Either way, FTP is an insecure open connection, you shouldn't be using it.