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Source: About.com - Posted by Benjamin D. Thomas
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This sort of basic firewall has some issues that can be exploited by hackers and malicious programmers to sneak through which is why there are more advanced firewall systems. I mentioned that with this sort of port blocking, communications in response to connections initiated by your computer would be allowed through even on ports you were blocking. Using this knowledge, a hacker can forge the packet to make it look like it is a reply rather than an initiation of a connection and the firewall will allow it through.
Even on connections that ARE initiated by your computer, a malicious programmer can still exploit weaknesses in the system to sneak packets through. To guard against some of these weaknesses there are other types of firewalls- stateful inspection packet filters, circuit level gateway and application level gateways to name a few. For more details on firewalls see the article What Is A Firewall?.
Read this full article at About.com
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