Firewall question

First post here and I've got a question that I hope someone can tell me whats happening. I have a Sofaware S-Box and when I go to some websites I see on the firewall event log alerts that instead of being blocked by the router it shows the IP assigned to my computer. It is always a different high numbered port. A little while ago I came to Toms Hardware and I seen an incident on port 40341 and a whois check it listed Toms Hardware. I've seen the same thing from Yahoo, Microsoft , IBM and other names that would lead me to believe it shouldn't be malicious. I thought since I seen an incident from here this would be as good as any place to ask. By the way I'm running Red Hat 9.

Thanks,
Bob