Spriteman: My point is, that the name "firewall" is misleading. A firewall is a concept, not some kind of hardware or software. A firewall concept can include a packet filter, proxy servers and other things. But still, a packet filter is *no* firewall, it can be *part* *of* a firewall.
And my original point remains: As long as you cannot protect your filter rules under RISC OS via FSLock (or some similar mechanism), they can be easily disabled by the easiest possible social engineering. So, you may use them to get rid of annoying "home phoning" applications, but you cannot rely on some sort of security you might want to achieve.