Under the options icon there is a firewall setting. Engage or disengage.

What does this do? Is there a firewall in my BB for incoming e-mail in addition to my server?

If so, is their any configureations that can be made? There is no options to configure it when you press the track wheel.

Should I have this setting engaged or dis engaged?

You know when you install a new app and get a popup saying "This application is attempting to make a connection to http://www.myserver.com. Allow/Deny"

Well if you click allow/deny and always allow that choice for that site/connection, it will save it firewall settings. If you reset the firewall settings, you will get these questions asked again next time you use the app.

Thanks