Jim,
Those are some pretty broad questions. First read "Building Internet
Firewalls" from O'Reilly if you can get your hands on a copy. That should
give you a good overview of firewalls. As to the drawbacks and setting up
firewalls question. That can be very dependant on both the specific
firewall software being used and the network architecture the firewall is
being placed in.
Regards,
Jeffery Gieser
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