Does this duct from the outside run directly into a sealed burner area of the furnace or does it just dump the cold air out near the furnace?
If it runs to the sealed burner area, then installing a electric damper or closing off the outside vent should absolutely NOT be done. It could cause a malfunction of the burner and generate carbon monoxide in the house.
If the duct just dumps outside air near the furnace, then it could be closed off or an electric damper installed. The problem with the fireplace could be solved by cracking open a window when you want to use it, and making sure the damper is tightly closed when your not. You may need a good set of fireplace doors.
WW Granger sells electric duct dampers, such as the Honeywell # 3E742. A 4 inch runs about $150. There are probably others out there.
Good Luck!
Dodgeman