1) She can take back the Airport. I use a Netgear myself.

2) For the Firewall select the Apple Menu, System Preferences, Sharing then Firewall. Configure to your hearts content.

3) Haven't used Virtual PC (have the OS/2 version around here somewhere) but if it's running Windows then that includes all the problems. Limiting it to the poker site should help. There are some free virtual PC type programs, [link|http://fabrice.bellard.free.fr/qemu/|QEMU] and [link|http://bochs.sourceforge.net/|Bochs] come to mind.