vague question Stateful vs. Stateless FW is the answer:
A Stateful firewall is aware of the connections that pass through it. It adds and maintains information about a user's connections in a state table, referred to as a connection table. It then uses this connection table to implement the security policies for users connections. An example of the stateful firewall is PIX, ASA, Check Point.
Stateless firewalls - (Packet Filtering) Stateless firewalls, on the other hand, does not look at the state of connections but just at the packets themselves. An example of a packet filtering firewall is the Extended Access Control Lists on Cisco IOS Routers.
ps. sorry for the joke at the begining but I couldnt help it
Jerry