Traffic getting past closed port.

Hello,

I've got a Motorola VT2442 router and Comodo Firewall. I have NAT and firewall enabled on my router. In order to use uTorrent, I had to forward port 36266. After a while, I noticed that Comodo was blocking inbound traffic targeted at Windows Operating System through port 36266. After some investigation, I realized that these attacks only occur after I've closed uTorrent and restarted my computer. I realize that these "attacks" are probably just people who are still trying to access uTorrent after I close it, but that's not what worries me. I've used the uTorrent Port Checker to verify that port 36266 is closed on my router, even while Comodo is logging these attacks! How can traffic get past a closed port on my router? If I closed Comodo, would my computer be vulnerable to attacks through port 36266?

Thank you.