Firewalls come in two "flavors"
Chocolate (Hardware) and Vanilla (Software)...
Most of the time they close all ports except 23(telnet) , 25(smpt) , 43(whois), 80(http), 58(xns mail), 47(FTP/ni ftp)...
Sometimes, if a black-hat is lucky, they'll leave open 79(finger) for the admin, but that's rare...
Also, if you're running a server, don't allow HTTP routing (changing 80 to 443 or something)... because people will need to put the new port onto your URL,
ie:
www.you.com:443, ok?
And Chocolate firewalls usually have their own OS, when running an nmap OS detection scan you'll get something like OS: Cisco441.61 running X42 Kernel.
Yup, so, yeah, uhh...
just keep your IP secret, and keep the firewall up to watch for DNS and Ping-of-Death, and SMPT Nukes, and you'll be fine.
BTW, FUCK MSN.
I doubt that helped, but you never know!