HTG Explains: I Have a Router, Do I Need a Firewall? - How-To Geek.

Users are always hearing about things like Firewalls. But, most of us don't really understand what they are. We connect to the Internet and are clueless about what comes in and out. We just want them to work. While most modern users connect to the Internet at home or at work behind a router, it is instructive to learn about firewalls, and what they do. Hardware firewalls are a function of devices like routers. They sit between an Internet modem, such as a cable modem or DSL modem, and route traffic to the computers in your home or office; either by Ethernet cable or Wirelessly. The firewall looks at incoming traffic and determines whether you requested it or not. So, the most basic protection is that the router won't send traffic that is unsolicited, and you are protected from bad stuff that acts like a burglar trying to get into your house. However, sometimes you can be conned into asking for bad applications, and you open the door to them. Here, the built in software firewalls in all versions of Windows since XP will ask the guest if they have been given permission to run by you, the user. If you have ever seen the Allow or Deny button, and clicked Allow, you have given that guest program entry to your computer. So, firewalls have a good purpose, and you won't ever notice them unless someone tries to enter your system. However, you can still allow bad stuff in, so additional protection is needed. We call that protection Anti-malware, virus protection, or Anti-Spyware. That discussion we will save for another day. Remember, where computer security is involved, be careful out there.