What can't a firewall protect against?

Firewalls can't protect against attacks that don't go through the firewall. Many corporations that connect to the Internet are very concerned about proprietary data leaking out of the company through that route. Unfortunately for those concerned, a magnetic tape can just as effectively be used to export data. Many organizations that are terrified (at a management level) of Internet connections have no coherent policy about how dial-in access via modems should be protected.