No. You shouldn't have to turn off the Windows firewall to use the VPN client software. You'll need to track down whether there's an issue with the version of ProSafe you are using. The first place to start is to call Netgear support. It's been years since I used the ProSafe client and it was with Windows XP. I've used both the Juniper and Cisco SSL VPN clients on my company hardened work laptop running Windows 7 without any issues with the Windows firewall active.
I have to look back at some old documentation on how the Netgear VPN setup is done with the ProSafe VPN client. I don't remember if the IP address management is done at the router or you have to manually configure it at the client end. With the Cisco and Juniper VPN devices I've configured, the address management is done at the firewall and is pushed down to the client AFTER the tunnel is established....meaning the client passed the authentication challenges.
I have to look back at some old documentation on how the Netgear VPN setup is done with the ProSafe VPN client. I don't remember if the IP address management is done at the router or you have to manually configure it at the client end. With the Cisco and Juniper VPN devices I've configured, the address management is done at the firewall and is pushed down to the client AFTER the tunnel is established....meaning the client passed the authentication challenges.