FIR filter design question

In windowing method for FIR design, you specify the frequency response of
the desired filter at sample points fs/N, and perform an IDFT to obtain
h(n).
So doesnt this mean that you want fs to be as low as possible to specify
better frequency resolution. But Fs is generally many times the cut-off
frequency - more than the minimum of twice the cut off needed. 

Why is this?Isn't the frequency resolution that I specify for the filter
response going to be poorer as I choose higher Fs?