You type in the URL and hit go. The browser needs to translate that URL www.somesite.com into an IP address so it knows what computer on the internet to connect to (That URL is just there to make it easier for us humans - kinda like speed-dial for phone numbers I guess). So your browser will see if it already has the appropriate IP address cached away from previous visits to the site. If not, it will make a DNS query to your DNS server (might be your router or your ISP's DNS server) - seehttp://en.wikipedia.org/wiki/Domain_name… for more on DNS. Once your browser knows what IP to use, it will connect to the appropriate webserver and ask for the page. The webserver then returns the requested page and your browser renders it to the screen.
The firewall will control connections to & from your computer. For the most part it will just be controlling who can connect to your computer and on what ports. For web browsing your firewall generally won't be doing a whole lot.
Your router (see http://en.wikipedia.org/wiki/Router ) essentially guides your request through the network, helping the packets get from computer to computer and potentially doing some NAT (seehttp://en.wikipedia.org/wiki/Network_add… ) to translate IP addresses along the way (so your internat LAN request can be transitioned onto the wider internet and back).
IP Addresses (see http://en.wikipedia.org/wiki/IP_address ) are unique addresses for computers that basically allow computers to find each other. Think of the IP address as a computer's well address or phone number, you've got to know someone's phone number before you can call them and you've got to know a computer's IP address before you can connect to it. Going back to the start - that's what those URLS and DNS make possible, you don't know John Doe's phone number so you look in the phone book; likewise your computer doesn't know yahoo.com's IP address so it looks in DNS.
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