I would think that this message appearing is just coincidental with the firewall change. What it means is that the SPX protocol (former proprietary protocol of Netware systems) has been enabled on your Domino server. Domino used to run on Netware, so the protocol support has remained. You simply need to remove the "SPX" entry from the enabled ports line of the notes.ini ("Ports=...") and add it to the "Disabled Ports=..." line of the notes.ini. Also disable any port with SPX in your server document.
This was first published in July 2003