Look around a bit...  A good middle-ground if you don't want to fiddle with
setting up and maintaining a full Linux firewall is to get something like a
D-Link 701 or similar LinkSys box.  They range in price from $49 .. $199, and
some come with a multiport  hub/switch built-in.  These are billed as
"personal DSL/Cable modem router/firewall" units.  They're pretty handy,
unhackable (the code is in ROM), and easy to set up.  There's no HDD to crash,
nothing to worry about in your config settings, etc.  They're about the same
size as any other modem, too, unlike most Linux systems (unless you can use a
foot-rest under your desk :-)

I had Sprint Broadband Direct and got a D-Link 701 to keep some weird
cable-based worms out.  It worked great.  Then I switched to Qwest DSL and the
675 features duplicated everything in the 701, so I sold the 701 to somebody
who's got Cox@Home, and he seems very happy with it.

Among other things, the 701 does NATting and it'll support some 225 "local"
nodes.  The comparable LinkSys box only support 8 or 16 nodes.

Whatever you do, DEFINITELY DO SOMETHING!  There are some strange worms that
roam around cable networks looking for other cable-based portals to crawl into
and replicate.  The one I got was pretty harmless to me, but it supposedly
would watch your email and would to send out emails containing your logins and
passwords that someone traced back to some xxx@yyy.ru email address.  It was a
VBScript that exploited typical Microsoft design flaws they call "features".

-David Schwartz