For a firewall, ZoneAlarm has a great free version, which is a good segue into the adware topic. A firewall is great for certain things like adware and worms b/c it will prompt you for permission to allow access both out of and into your system for programs it doesn't have on its trusted list. So, even if you do get some weird peice of adware and it's trying to make HTTP requests from your machine, ZoneAlarm will prompt you first and you can decline, choosing to make that decision permanent and not be prompted in the future.
Firefox has built-in pop up blocking, which is a nice feature. If you're having issues w/ it, though, you can disable it within Tools-->Options. The Mozilla core was the engine that ran Netscape and when Netscape was purchased AOL, the code came along for the ride. A few years ago, AOL spun Mozilla off and now it runs purely open source, relying on grass roots and donations.
SP2 is notorious for causing such whacky issues. If you search on your printer's site for known problems w/ SP2, you might find something. You also could try doing a system restore to the point before you installed SP2 if that's possible for you.
Hope this helped. Did it get most of your questions answered?