Since no specific term appears to have been evolved for firewall in Hindi so far, I think that transliteration is the best course to follow. However, in view of the following definitions of firewall, you may consider using one of the above alternatives, if you found the same suitable.

A firewall is a hardware or software solution to enforce security policies. In the physical security analogy, a firewall is equivalent to a door lock on a perimeter door or on a door to a room inside of the building - it permits only authorized users such as those with a key or access card to enter. A firewall has built-in filters that can disallow unauthorized or potentially dangerous material from entering the system. It also logs attempted intrusions.

A firewall is either the program or the computer it runs on, usually an Internet gateway server, that protects the resources of one network from users from other networks. Typically, an enterprise with an intranet that allows its workers access to the wider Internet will want a firewall to prevent outsiders from accessing its own private data resources.

Firewall is a gateway that limits access between networks in accordance with local security policy.



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Note added at 1 hr (2006-06-21 06:22:16 GMT)
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typo: pls read "if you find the same suitable" in place of "if you found the same suitable".

In fact there is no need to seek any term, use of 'firewall' itself is better, why we always need to say a computer a 'Sanganak', which is being never used in spoken language!

fire=aag, wall=diwar
thia is the easy transaltion but FIREWALL means we can say KUCHH BHI GALAT HOTA HO USKO ROKE, means "AAG KO ROKE" but when we use in computer this means COMPUTER ME KUCHH BHI GALAT ATA HO USKO YEH FIREWALL ROKTA HE so this one stop the bad or wrong thing come to computer which demage the computer, so it keep computer in safeside.