Firewall / active filter question

[Jared Smith]

I don't know much about firewalls, so forgive me 
if I'm suggesting something that already exists or 
is not technically possible.

As I understand firewalls, they block all ports 
except those specifically opened, and they forward 
IPs to internal addresses, therefore masking 
what's happening on the inside of the network.

This is passive. What I lay awake last night 
thinking was, what about filtering in an active 
manner? With an active filter, the only packets 
acceptible are those which have been specifically 
requested. You'd have a buffer which kept track of 
all outgoing requests, and waited for a few minutes 
to receive them. Everything else would be rejected.

Seems like this would make it impossible for people
to hack in, unless they were actively monitoring 
outgoing packets. While this wouldn't work for a 
server (which needs to accept arbitrary hits), it 
would work for a surfer.

Does this already exist?

-Jared