Firewalls require an addtional step on the way to and from the internet.
That means you may not be able to link to certian file or certian IPs may be blocked. This can range from a company-approved IP address list to user IDs and password to thumb print and encrypted access code words that change on every access. A number of different focuses also dictate what the firewall is looking for and protecting against. It's up to you to make sure you know what kinds of things you can do behind the internet firewall or designing internet invisible intranet sites that have access pending.