Firewall won't cause apps to crash unless they are using Cisco NAC with client extension control, which sonicwall does not have.
I would be mindful of playing at work, as a firewall admin I can tell you that they can see you are playing everquest by the traffic quite easily. At my work place that would be sufficient to have you called down, and written up, with subsequent offenses resulting in termination.
Just food for thought.
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