I cannot answer the majority of your q's b'c firewalls is not my area. I'm just a little curious why you're so 'over' proctective about your mac system (at the same time probably most mac users are under protected.) How many mac viruses have u ever seen? Ok even pc's can detect out mac computers & sys's but how effective could any of their other spy apps work (that may depend upon how many win similar apps you have such as browsers.) Consider they're designed for manipulating the win os which is considerably different.
As far as virtual pc & win 2000 goes, yeah I haven't yet been brave enough to connect to the net via that os! But keep in mind the limitations of vpc, particularly re: hardware & some softws. This post doesn't really say anything but scrape up a few queries. (Sorry sonnet I hope u don't think I'm wasting your time here.)