MSFN is made available via donations, subscriptions and advertising revenue. The use of ad-blocking software hurts the site. Please disable ad-blocking software or set an exception for MSFN. Alternatively, register and become a site sponsor/subscriber and ads will be disabled automatically.
What basically happens is that all your network traffic from the second machine will be redirected through the first computers NIC who is connected to the internet So if your Firewall is properly configured it is protected by your firewall.