think of the firewall in the car
its between the driver and the engine.
(yeah u have a stereo and steering wheel and other garbage mounted on it)
it
protects the driver.
apply that to the computer firewall.
it protects your computer. (tries too

)
last time i checked windows98se doesnt come with a firewall... so if u have one its a 3rd party firewall .. and like all programs that run on your computer .. can be closed.