Question about firewall on OS X Lion.

i turned on the firewall on my iMac which i upgraded to OS X lion. when i go to advanced settings in Security and Privacy , it is showing "finder" in the window and says that finder is set to "allow incoming connections". what does this mean? why does "finder" have to allow incoming connections to work? funny part is i removed finder from this window using the "minus" sign , but a day later it is again showing in this window. what can cause that? i am new to mac and would appreciate any help thanks.