There are 3 basic firewalls available on windows 2003 Server

TCP/IP Filtering
- configured on all adapters or none
- ONLY the ports listed are allowed

ICF - Internet connection firewall
- Blocks all externally initiated traffic
- Open ports to allow external traffic in and out

Packet Filtering
- Available in the RRAS console
- Can specify input and output filters, for individual NICS
- ingress filtering prevents malicious attacks like address spoofing

Proxy servers speed up web access and restrict access to the internet
Proxy Settings can be automatically or manually configured
Edit the services file to allow Windows 2003 server to recognise non standard ports
FTP uses TCP not UDP as it's transport protocol