In your firewalls config somewhere (im not too familiar with linksys), it should have somewhere where it allows certain programs to connect to the internet without any troubles. It might be in a control center or something for the router, but then again im not familiar with linksys. For your 2nd question, i believe youre asking about proxies. Proxies redirect packets so when youre browsing it comes up as the proxies ip, but someone whos determined can get your real ip. Another good way to hide it is to disconnect your modem .