It is possible, but unlikely. What you're experiencing on your firewall log is probably "internet noise." I use Zone Alarm Pro intermittently, although never when I run a Gnutella client, and I receive message after message that an external source is attemtping to access my system. But when I track the captured IP numbers, they seem to occur in a random pattern. I've never noticed any differences between enabling or disabling my firewall. I haven't experienced any invasions. The entries in your log are probably harmless. In addition, however, I run all the scans in Norton SystemWorks regularly, so the chances of someone changing my configuration because they were able to access my system is fairly remote. Not impossible, but remote.
But I would exercise some caution in choosing a file sharing client. Many of the commercial programs available contain hidden spyware, load uninvited software on your system and pester you with annoying ads. Gnutella is mostly commerical free. BearShare will install spyware, but you are given the option to decline. Stay away from SwapNut, one client that should be excluded from this site. With those exceptions, load a Gnutella client and enjoy yourself. Presently, I have installed eight Gnutella programs and haven't encountered any problems.