@sorressean, As Sebby has said, NAT and firewalls are two entirely independent things. You can have NAT with no firewall, or you can have a firewall with no NAT. NAT is usually set-up at the router level, and while you can set up firewalls at the router level, it's most likely going to be set-up at the host level, not the router one.
@26 you seem to be a bit mixed up, so I'll try to help here. If you're talking about NAT it's usually in the context of a router, yes, in which case you also get a firewall. It's just how things go.
@25 I agree with all of your points and perhaps I wasn't very clear. I understand that NAT is separate from a filter, but generally your firewall is multipurpose. Yes, you should indeed have your services locked down, but security works in layers, like an onion. Just because my services are locked down doesn't mean it's still not a good idea to put a firewall up. It's literally about slowing down an attacker. Is it the one and only line of defense? Certainly not, but it's -a- line which is worth keeping in mind.
I'll recommend Linux as well, even if you are running a server made in BGT.
I'm still quite new to Linux, so for this reason, I chose linode.com which is not the cheepest, but they have some awesome tutorials and getting started articles. The support is fantastic, and they are really great even if you ask the most basic and stupid questions. I started to learn Linux back in december last year, and I started out by knowing close to 0 about Linux. Yes, Linux is a huge learning curve and there is a lot to learn. But if you need a server, this is the way to go, and it's all worth it. Just a half year ago, I never thought I would recommend Linux to someone.
So, I managed to get BGT servers to work on Linux using Wine. No, it wasn't easy, but I manage to find a way to get things up and running. It both have good and bad sides, but if you have a stable server which don't crash because of some bugs, you'll never get a more stable server than a Linux server.
I would like to help you getting up and running if you choose a Linux server, and if you don't wanna mess with Linux stuff, I'll offer you a host for a very cheep price on my server. Please send me a private mail through the forum if you're interested. Then we'll make a fair deal which is fair for everyone... I mean this seriously, and you won't be charged until you're sure you get what you need.
Shit, I gotta try one of these wigs. But which link to use? There's so many
ahahaa @cartertemm, you aren't alone. This particular spambot is going a bit nuts all over the place, so many wigs indeed.