Should I disable the Windows Firewall if I install another one?

Yes. Just like an antivirus your computer should only have one software firewall enabled and running. Having more than one firewall can cause conflictions and often will prevent your Internet from working properly.

What about a hardware firewall?

If you have a firewall on your router or have another hardware firewall it is ok if the Windows Firewall is left enabled. Because this is not a software program running on your computer it will not cause any conflicts.