Firewalls
Most people aren't connecting directly to the internet anyway. The odds
are that unless you know for certain that you're connecting to the
public net you're not. Routers, ADLS modems and such usually have a
built in firewall. But, for the sake of discussion, let's ignore that.
Firewalls are useful in so far as they hinder or stop the public
internet from seeing things on your private network. If you've got
nothing on your private network that you want or need to hide, then
having a firewall isn't really essential. It's not a bad thing to have,
but it's not true that you shouldn't connect to the net directly
without one. I don't know what sort of things you're wanting your minix
box to do, but if it's not going to be running any nifty network things
then it may well not be worth all the fuss. Computer security is a
matter of layers, of course, and the firewall is just one of them.
So, in short, a box that's not broadcasting services or one that
doesn't have various known remote exploits doesn't need a firewall.
It's simply not true that you should not connect to the net directly
without one.
But don't take my word for it. Read up on firewalls and network
security; then you'll be able to answer your own question. The
wikipedia is a pretty good resource.
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