File and printer sharing is on by default, if my memory serves me correctly, but I'm not sure which folders are shared for non-password needed stuff. First, go to the Control Panel and open your network connections. Whichever one is connected, right-click and open its properties. Right on the first page is File and Printer Sharing, so uncheck that. Open any folder and go to Tools > Folder Options > View, or hit Folder Options in the CP. Down at the bottom will be "Use simple file sharing," which means people don't need a password to share your stuff, so uncheck that. Finally, there is administrative sharing available by default, meaning anyone who's good at cracking passwords can figure yours out, then log in to your computer remotely and get access to your entire C drive because that's shared by default. Disabling that requires a registry edit, because even if you turn it off, it'll reinstate itself once the computer is rebooted. Yay Windows!
http://www.petri.co.il/disable_administrative_shares.htm. If you even want to go so far as to disable the shared-between-users folders, open My Computer and there should be a Shared Documents icon. Open its properties and you can either turn it off completely, or make it so no one but you can write to it.
That's all I can think of for now.