yes i would get a software firewall..useing a router isnt enough...and keep that firmware on router updated..check with your brand and model and go to their website for latest firmware patches..
now the reason i said get a software firewall is 1. u can never be to safe, no such thing as being too safe. 2. u max your protection by blocking more stuff out that even thinks of sneaking thru the router...
i notice too your not useing enough spyware protection u should..as no one program gets everything...review my last post above on what are the best programs to use as spyware detectors and i can honestly say i bet they will find what adaware didnt period.
as for the choice of firewalls i found no better one than
zonealarm pro. they have a free version if u want to use but paid version is the best.
sygate is also free and very good..
good luck any questions post or email.
p.s. setup file on trojan was the day it was created by the hacker/programmer i wouldnt worry about it unless u noticed something extra on cc. i usually open up the trojans to see if they contain keyloggers and stored data, most do and some dont, this one i believe doesnt.