One might need netbios, e.g. on a local network, where purely disabling it would not be the solution.
Netbios is for me enabled, nevertheless, the ports are stealthed (for what it might be important, closed would be enough), but i have specific firewall rules forbidding netbios if both source and destination are not the lan ip.
The router issue is not only dmz for testing purposes (on a lan, dmz is absurd, as it throws you out of every computer but the dmz one, and could somehow be amended by virtual server rules), but the firewall settings of the router itself.
in some circumstances, they are hard-coded, bad news for you if you can’t cheat the code (often base64) to re-edit the routers behavior according to your needs, but in some others, the routers interface (most often http 192.168.1.1) might have settings to forbid ping, or some range of ports.
I am using the very latest version of CIS v4 (downloaded latest maintenance as wel ;)), on Windows XP SP3 and yet when I use GRC shields Up it always flags up Port 0 as closed :-[ :-TD. Is there any reason as to why CIS isnt stealthing this particular port?