It is primarily with "wireless" connections that you need to be concerned with security. If you are connecting to the router by ethernet cable, and you have no other computers connecting to it "wirelessly", disable the router's wireless capability.
If you are not using your computer as part of a Local Area Network, i.e. you're not sharing folders and/or printers between two or more computers, in the Local Area Connection Properties you can untick "File & Printer Sharing for Microsoft Networks". Other than that, you shouldn't have a security issue.