even using Internet Explorer just once is a security risk.
You are such a scare mongeror

Ok, for the search engine toolbars, firstly the MSN one, it installs itself with MSN Messenger, to remove, goto Add/Remove Programs and Remove MSNQuickBar.

Google, added by clicking on the wrong link, Add/Remove Programs again to remove, called the Google Search Bar.

Yahoo Bar next, usually installed by either singing upto a Yahoo service or the dreaded Yahoo Messenger, remove via Add/Remove Porgrams again, usually called the Yahoo Browser Bar.

Now to get rid of any other bars, simple to find out what they are, start up internet explorer and record the time, close it and then wait a min. Then just goto the Add/Remove programs and check all the times, any that programs that were opened at the time you recorded and look like a search bar remove

Now the firewall stuff, ready?
If your using Norton Firewall (Internet Security depending on the version). Open it up, goto options and then look through for the ports button, click that and set the port FFXI uses to be open. The other option is run FFXI then while its running minimise it and click the little tickbox that says always do the selected action on the window thats popped up then go always allow or allow in the drop down list

Mcaffe, find out the port of FFXI, then go through the options and make sure the port is open.

ZoneAlarm, uninstall it, it doesn't work with online games or networks!

Hope that helps somehow