OK, the hub will NOT provide any firewall protection I'm afraid. They are passive devices & unintelligent, they simply route data through them.
In order to access the configuration settings for your router, you will need to open Internet Explorer & in the address bar, type :
http://192.168.1.1.
You will probably need to connect the router direct to the computer (without the hub) & then install the CD before accessing the config page.
You should see a logon box popup asking for username & password. Unless you have already set up username & password for the router, you need to leave the username field blank & enter
admin as the password.
If you decide to do all this, I suggest you connect just one computer + modem to the router to start with, leaving the other machines + hub disconnected. Add the other computers to the router once you know its all working.
I also suggest that you create a restore point in XP prior to installing the router or changing any settings.
You will probably find that you can connect the PC straight to the router without actually needing to alter any settings either on the router or on the computer.
If you find you do have any problems, I recommend you disable all the firewalls (XPs firewall, 3rd party firewall & routers built in firewall) just until you get the connection established & working correctly. You may find Nortons firewall particulary problematic. It also has a tendency to re-enable itself after 5 mins or on reboot, so be aware of that! Remember to re-enable the routers own firewall again afterwards everything is working.
If you feel this is all too much hassle though, then just keep the network as you currently have it. There's not really anything wrong with it's current configuration, the hub is just unnecessary, thats all.