If you find a rc.firewall script, you or somebody would have to have put it there. Yes, you could delete it, but this isn't your problem because the script isn't run until your network is up. By the way, when you run netconfig and choose DHCP, it asks for a hostname and says that some providers require it. Leave it blank unless you are 100% sure you need it. I didn't need it with Road Runner, but reportedly, some providers require it. Maybe your router requires a hostname or you've set it to require one. In any case, like I said, try a direct connection to your cable modem first.