NT Kernel & System and LSA Shell (Export Version)

[pokerswami]

I hope you don't mind answering some questions from a computer illiterate.

Without troubling you for too much detail, basically what are

NT Kernel & System (C:\Windows\system32\ntoskrnl.exe)

Application Layer Gateway Service(C:\Windows\system32\alg.exe)

LSA Shell (Export Version)(C:\Windows\system32\lsass.exe)

Client Server Runtime Process(C:\Windows\system32\csrss.exe)

Microsoft Synchronization Manager(C:\Windows\system32\mobsync.exe) ?


Should they have unfettered access through my firewall?
What dangers are there to let them through my firewall?

Thanks.
I don't know * about this stuff.