A firewall is about as much protection as a chocolate teapot for stopping outbound traffic. If you only have a router the chances are you have no outbound protection.
If you have a software firewall then the hacker can send any information they like by appending it to a URL and making your browser visit that site (which your firewall will allow by default).
Keyloggers are a big problem and this is the main reason that banks have you enter passwords by using dropdown boxes - they won't be caught by a keylogger (the newer stuff gets past this by logging keys and taking screen grabs...)
Lots of countries have laws against hacking of any computers so I imagine poker sites would be covered by them, but if the hackers are from some far flung country I doubt they have to worry about that.
As to the "danger" of hacking bank accounts - there isn't that much, most of the traceable donkey work will be done by gullible recruits (ever had an email offering you a decent income for doing financial work, you just need a bank account?).
I don't know if they've got round to hacking poker sites yet, I know the old trick was to do a DoS attack on the site and blackmail them. It would seem the easiest way (as with banks) would be to target the user, get their credentials and then just take the money.
Took the words out of my mouth Bongo.
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