Some comments on routers and firewalls:
The basics of a router is it allows 2 separate networks to talk together. IE the internet, and your local network. The router looks at network packets, and anything not meant for your local network it routes to the WAN port (internet)
The basics for a firewall is that it blocks, or allows packets based on the rules programmed into it. Unless you use a linux computer, or a commercial type router the rules will usually be to allow or deny packets meant for a list of ports.
For the broadband users out there, if you have more than 1 computer, you should
consider getting a "SOHO" type router. There are several out there for under $100 that also have a 4 port 10/100 switch built in. Linksys, Netgear, and D-Link come to mind. This allows your local computers to talk together on a local private lan, while still accessing the internet. They use NAT (network address translation) that in itself is some small protection. They also include a simple but functional firewall (allows or denies access to various ports). Some also include port forwarding. This allows routing selected ports exclusively to a specified computer on your local network. This makes that port on that computer appear to be directly on the internet.
I hope this gives you all some useful information, and not a bunch of new questions
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