linux firewall on floppy
 

Are there any linux firewalls (booting from floppy) which are running in the RAM

AND

it is possible to boot another OS for example windows xp from the harddisk.

If I connect to the internet via modem I'd like to have a linux (or bsd-like) firewall
between the internet and my actual working OS (for example Winodws XP)

Once again, I have only one computer and would like to run two OS, the linux firewall and another OS for actual working.

I am 99,9% sure that is not possible, U can't run 2 OS's on the same time.