I answered a question this week from someone who wondered whether a router was necessary with a cable Internet connection.
No if’s, and’s or but’s, I recommend a router for any cable or dsl connection.
Whether you intend to have multiple computers connected or not, the router will give you another layer of security. Most significantly, the router will actually gives your computer a "non-routable IP address". The router isolates anything on the local area network (LAN) side of the router from the Internet (the Wide Area Network – WAN).
This isolation, and the "Network Address Translation" that the router does for your computers, means that you can access computers on the Internet, but no computer on the Internet side of the router can touch yours. All they can do is send a response from your computer to your router " your router will know how to get the response to your computer.
If you watch, you can find a good deal on a wired router. If you get a wireless one, make sure you can actually disable the wireless function — I used to have a Belkin where there was no option to turn off wireless. If you doesn’t use wireless, turn off the wireless functions.
If you do use wireless, secure the wireless network. Most router manuals have excellent instructions on setting up the security, especially if you get one from Linksys (the brand I recommend) or DLink. The others may be good, too; I just haven’t checked theirs.
The security provided by the router will help with the inevitable Windows bugs. Some of the security issues have been bugs that a firewall wouldn’t stop, because the problem allowing access was at the front end of Windows’ networking.
I’ve got a number of related, pertinent articles in the Security, Internet and Networking categories of this site.