Firewall

I have Windows 98se, running Internet Explorer 6.
I have tried Sysgate register version of firewall, and now have Trend Micro’s PC-CILLIN 2002, which has a firewall. They both give me problems such as script errors while browsing the internet, and get some pictures, but mostly place holders. When I dissable the firewalls, then my explorer works fine. Is there any solutions out there? Thanks