I go to Firewall to setting and select (no firewall) since I have router hardware firewall running. I can't seem to select "eth0" as my Net Device, it always comes back at ppp+ or soemthing like that which is the ADSL modem connection thus making my Firefox inaccessible to internet. Though it's kind of strange that messenger GAIM is able to log on.

My hardware is currently: Internet <--> Router (firewall enable) <--> coumputer LAN (eth0)

Also, cpomputer LAN is DHCP client

How do I select my Net Device to eth0 instead of something else?

i'll take a stab at saying try playing with ifconfig
and if you really want to know what's happening try checking out The Linux Network Administrators Guide.
at any rate i say look at that link and pick through the parts on configuring ethernet and using ifconfig... also take a look at the way your distro usually configures ethernet devices
hope that helps