7.14. When my Internet connection first comes up, nothing works. If I try again, everything then works fine. Why is this?

The reason is because you have a dynamic IP address and when your Internet connection first comes up, IP Masquerade doesn't know its IP address. There is a solution to this. In your /etc/rc.d/rc.firewall ruleset, add the following:

# Dynamic IP users:
#   If you get your IP address dynamically from SLIP, PPP, or DHCP, enable this 
#   following option.  This enables dynamic-ip address hacking in IP MASQ, making 
#   the life with Diald and similar programs much easier.
echo "1" > /proc/sys/net/ipv4/ip_dynaddr