Thank You for Your comments.
I guess opening ports that is not opened to specific hosts on the Inet, is risky.
A virus could use known ports to send data through firewalls I guess.
Say on a Microsoft system, first read the registry on proxy info, and then use that info to get out to the net.
Here a policy for authentication on proxy could stop the virus.
Or a combination of a normal firewall and "personal" firewalls on the client, that restrict what programs may use specific ports.
Well, I only have a home office, so its not that big deal for me.
As long no one gets on my firewall, and uses it for illegal stuff.
I'm maybe a bit paranoid as I'm so new with Linux, I would probably not know if a virus or hacker or a 5 year old did something eevil on the Linux FW