If you're already behind a router (often dsl modem) you
might be 'double natting' if you don't configure it right.
I never like to mix uses but it can work though. My
recommendation would be to take an older piece of hardware
and install SME Server (if you want a directory server/file
server for windows),or one of these firewall distributions
if you dont: smoothwall, endian firewall, or ip-cop.
On SME Server the windows machines need a registry patch
(especially Vista+)
http://<localgateway
IP>/server-resources/regedit/