Question 1: Is a firewall supposed to stop your ip address from geting out of your computer? eg: stopping people from finding out your ip address.
No... This is why: IP addresses are like postal addresses; if you don't give a return address when you send something, how is the receipient supposed to mail you back? The same holds with IP addys. If you were to send false return (sender) addresses on your IP packets (which CAN be done) the receipient would reply to the wrong IP and return packets would just get lost.

What can be done however, like the others said, is spoof your IP. This can be interpreted in different ways.
-Spoofing, at first, means writing a false source IP address on IP packets. This however isn't really usefull if trying to establish legit conversations with remote hosts. It's mostly used when you send maliciously formed packets that are part of an attack in which you don't need answers from the remote host in question.
-The other interpretation is bouncing your connections on other hosts; some hosts (hosts mean computers on a network, in case you didn't know) run proxy software. A proxy accepts incoming connections from you, establish another connection to the target host and relays the data between the two connections. This has for effect that the source IP address that the target host sees is that of the proxy host, not yours. (There are also NAT 'proxies' that basicly do the same but only rewrite the source ip on the packet without creating a new connection; the result is pretty much the same).

Proxies can also be "daisy-chained" so to put more layers between the ip the destionation hosts gets and your real IP, making it harder to trace back.

So there you have it...

Ammo