From single hosts then not such a problem. But if you're searching & get multiple thousands of search results with say 100 or one individual file, 99 or the next, etc from the same search, then they are most likely fake. The ... before the extension is only one type of fake file.

As far as firewalls go, if you see a brick wall as shown here http://www.gnutellaforums.com/showthread.php?t=61028 then it will affect you in some regards at least. You won't be able to direct connect, sharing will will very difficult, some hosts will be more difficult to connect to. Also some people ban/block those they can't browse so you would be in that boat & never able to connect to them.

Direct Connect is a type of search as compared to the normal keyword search.