sorry to say but you need to start to learn about the different things before people can start to help... it's the equivalent of walking into mexico and asking someone to teach you spanish... the first little bit needs to be... look up stuff on the web search engines...

as for the specific ?'s

1) A firewall is something that blocks some internet communication and allows others through to your computer... you configure it to allow certain traffic through and block other stuff... do you need one... in all honest probably not... I don't have one active... it's a security risk but one that I'm willing to take...

2) An IP is your digital address on the net... it's where information is sent to... every computer that is connected to the net (while almost all if you don't include routed sub net's etc.) has a specific IP that dictates where traffic goes...

bottom line though chances are to download and share music you won't need to know much about either of these just download a gnutella client and go to town... I reccommend Gucleus but you may want to go with bearshare as Gnucleus has no documentation at the moment so it may be confusing...