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When you take a shower, you'll notice that everything goes down the drain, whether you want it to or not. If you don't put a drain cover over, you'll end up letting water, hair, and soap scum go down, even if you only want water to drain through. This is how a firewall works: it's a drain filter for your network. A firewall enables you to permit traffic that you want (like water in our shower analogy) and keep out the things you don't (like hair).
Anyone who has been running a network has dealt with chatty protocols, including AppleTalk and IPX (Novell NetWare's base network protocol). These protocols are constantly (approximately every five seconds) asking who's here and announcing what they do. This is a type of "hair" we want out of our drain to keep it from clogging. Another hair we want to keep out is various unwanted attacks, such as Denial of Service (DoS) attacks and intrusion through insecure protocols (Telnet, Remote Shell [RSH], and NetBIOS).
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