I did a few security tests(using http://www.pcflank.com/) and it found a couple vulnerabilities. It found port 135 open. It also found browser vulnerabilities like sites could detect what previous sites I have visited etc.
Currently my firewall is set to safe mode and Defense+ is set to safe mode as well.
Any suggestions how to fix this?
If you have a router or DSL modem you have a hardware firewall this means that pcflank is not testing your PC but insted its testing your router or modem.
Also there arent any firewalls that i know that block the browser “vulnerabilities” that you said, this is normal for a internet broswer to do, However i do see the posible danger with this.
I ran those tests. You are referring to cookies that are left on your computer.
Run a program such as Adware (not ad-aware) or SuperAntiSpyware to remove malicious cookies.
Or run Ccleaner , or even better : Comodo System Cleaner.
Waaaaaay faster 
Xan
How to disable the REFERER :
FIREFOX:
Type “about:config” without the quotes in the url/adress field and hit enter
Type “referer” in the FILTER
Double click on network.http.sentRefererHeader
The default number is “2” …
Change the number to “0” …
Dunno about IE7 / IE8 or other browsers…
Please test this again using http://nmap-online.com/
You can prevent inbound connections to ports 135-139, 445 adding specific rules to the firawall (there ought to be many tutorials in these forums about this)