If you have any kind of hub or router between your computer and your internet connection (cable modem or whatever) giving you multiple machines with access to the Net from your house, then you probably have a firewall.
If you have something like Norton or BlackICE Defender or some other system tray item with a hardcore name like that, then you probably have a firewall.
If you can ping ps.gamiix.com from a command line but you cannot connect and you know the server is running, you probably have a firewall.
If you are at a company, you probably have a firewall.
THEN:
If you are connected right to the cable modem or dialed in on a modem, you probably do NOT have a firewall.
