This is just my personal opinion, other may agree or disagree but just an FYI to help you make a decision
Having both a router with NAT and a retail software firewall are pretty much a waste of your time and money.
To be safe get a router, and rename the admin account and put in a very complex password with caps, numbers, dashes, etc. If you have XP use it's firewall protection, and get a good virus scanning program.
I have ran this way for 3 years now and have had no problems AT ALL.
Most of the problems come when you select or accidently select a popup window which downloads the trojans to your PC, or your PC is connected straight to your Gateway or cable modem, this leaves you wide open to be hacked, with a router most hackers won't bother since your really not worth it to them.
Also, DO NOT KEEP PERSONAL INFORMATION on your PC such as credit card numbers, passwords,etc.
clean up you cookies, and also have an upto date spyware program just incase, when you go to sites that require a login, DO NOT let yoru browser remember the password, enter it everytime you go to that particular site.
The best way to avoid these trojans is to steer clear of "freebie" programs, those little extra email programs, such as HOTBAR, Weatherbug,etc. Most are known as BHO or Browser Helper Objects, most of the time they help send information out about you. Then become informated as to how to avoid getting hijacked.