Will using older components for faster downloads cause security risks?

I have just reinstalled the components for an older cable connection with dialup networking on my PC with Windows98SE. I noticed that when I run "winipcfg," it shows the PPP adapter with no IP/submask address. I have a Linsysetherfast LAN card for road runner. I also have a dialup but it's not plugged into the wall socket. I noticed that my download speeds have increased dramatically. They are faster by as much as 250kbs. I do alot of P2P, and when I try to configure my Zapro firewall it will likely be impossible without an IP/submask address. I only installed those components to hook-up an old Packard Bell, but if this is going to be a security risk please let me know and I will get rid of these components.
As far as the change in speed goes, installing some network adapters may change certain low-level TCP/IP settings that govern how packets are handled and dispatched. I'm sure you're fond of the fact that things are moving faster -- who wouldn't be! -- but the exact reason for that would be difficult to track down without a detailed manifest of what's been installed in the computer.

A firewall is best installed on whatever machine you're using as the gateway to the outside world, (if in fact that's how you're doing it.)