Firewalls don't block incoming trojans and viruses. If they are configured properly, they will stop one from phoning home.
Users get trojans and virus, by clicking on a link or downloading a program, or openning an email attachment.
Firewalls will block intrusion attempts, and other objectionable probes from the internet, which can be used to exploit your computer, but the garden variety torjan/virus is a user problem, not a firewall one.