That sort of box will keep baddies from breaking in very well.

However, you can invite almost anything in through it - i.e., whatever web site you go to, as far as the box is concerned, you are "granting" permission to the content on that server. If it's a compromised server, you're pulling potentially virus/worm laden files back. The box will do no inspection of what you bring back - it is built with the assumption that you know what you're doing (about all you can expect for $50).

That sort of box needs you to diligently keep your antivirus definitions up to date, and I'd also suggest getting the ZoneAlarm program.

-jk