security issues related to the 'gateway'

'gateway' often means something else, but I needed a phrase for the thread.
I wasn't sure in which section to put this thread given the nature of the question.

'gateway'

I recently did some in-depth research (but I'm not an IT professional) about possible vulnerabilities. Both on Wilders and elsewhere.

It's about incoming traffic, on a common home PC. How vulnerable is the computer against things like http poisoning, splitting, variations, IP6 over IP4 (also called IPv6 over IPv4), dangerous html (perhaps similar issues like shtml) as described in the thread: https://www.wilderssecurity.com/showthread.php?t=250686&page=2
with http://pastebin.com/f67f28bbd given as an example ?

It's not just a firewall thing. To reduce the complexity of the question, my system is a Windows XP Home Edition SP2 IE 7 (tweaked settings).
Well encrypted wireless connection between my computer and my router, which is connected to my modem by wire/cable, broadband (cable) internet connection, no other devices in the LAN.

Maybe this is like asking 100 questions in one post.

What can the firewall stop and what not ? What gets through and what can it do ? How do I know whether a particular firewall can handle a specific issue ? Hardware (router) and software firewalls. What other applications can control these issues ?

I don't have support for IP6 installed. But it's possible to send IP6 over IP4 ?
What does this imply for security ?

These questions are mostly about privacy, perhaps some anonymity, and security. I know that the average Joe doesn't ask questions like these, but I wonder about what is possible.

I've read that snort rules can deal with some of these things, but understanding snort is beyond my CURRENT abilities.

Would the situation be different on a Windows 7 system ?