If you specify an explicit firewall, you are implicitly assigned security
level 2 and you cannot explicitly specify the security level.  Likewise,
if you specify a security level, you cannot also specify a firewall.

The reason for this is that security level 1 (aka "Blue") now has a slightly
different meaning.  It is intended for protecting the inside from the outside
rather than visa-versa.  The only practical implication of this is that for
level 1, we don't do all the fancy power-off-boot-into-MFS-zapbootblock stuff
that we do for higher levels.

Anyway, I wanted to make sure that if you specify your own firewall, you
DO have to go through the full cleansing swapout since we can't trust a
firewall that the Average Joe sets up.