I own a "Linksys EtherFast® Cable/DSL Router with 4-Port Switch" Router which has a built-in firewall. Is there any way to disable this completely, as I have many problems involving it??

I do not think they were thinking of that "unfeature" when they made it. There is a workaround using filters (under the Advanced administration section). You will have to make six rules total. Three for incoming traffic blocking TCP, ICMP, and UDP and three for outgoing with the same. Make a rule for incoming. Make a new service for all TCP traffic on ports 0-65535. Apply your allow/incoming rule to this service. Make another rule in that same mold, only make a new service for ICMP (same port range). The final incoming should have a new service for UDP (again, same port range). Do the same for outgoing. This time you will not need to make any new services because the previous ones should be in the service list. In fact, you can just select all for that option. So, for recap, you need a rule for each packet type for each direction. You need to make three new services (one for TCP, UDP, and ICMP), each covering the full range of ports (0-65535). Everything now passes through your router. Be careful.