routers are not true firewalls, but some do achieve some of the same effect because they hide your computer using NAT (network address translation).
If you want to get technical with it simply ROUTER is a LAN based communications equipment that forwards information between computer networks
The protection offered by NAT, however, is pretty limited. It keeps attackers from sending things to your PC and it keeps people from connecting to services and backdoors installed on your computer.
The IP address used for the router is only routable IP address. The computers behind the NAT can access the Internet through the router, but Internet users can't access the computers behind the router
Jul/10/2005 22:11:33 Spoof Attack fromd MAC(00-0C-41-24-86-59) Detected <--from me on another PC.
In truth, the value of a typical firewall is limited, though--since many malware programs are qute capable of mimicking allowed outgoing programs, the value of a software firewall is diminished.
Some firewalls have outbound detection like sygate while others like ICF for XP doesnt.
That does not mean you should not have one; a screen door is better than no door at all---just don't get too comfortable.
If you configure your router correctly theirs no need for a software firewall.