A) from what I understand, Wi-Fi security only depends on the quality of the private key you use to connect your two Wi-Fi devices (the laptop and the BlackBerry device, for example). Use a WEP key, and any 12 year old kid can crack it in 5 minutes after a 20min search on Google. use a TLS tunnel, and the FBI will need a few hours to do that.
B) The firewall is of no use for the question you are asking. The firewall enables you to protect your laptop from outside, it comes in complement of the security quality of the OS on your device (if you use Windows 98... beware).
C) You can encrypt data, it's in the options. You can also encrypt the content of your microSD card.
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