Re: Cable Router with inbuilt firewall?
All broadband routers have a basic NAT firewall - you only have one VM IP address to share, Network Address Translation allows you to share that address but only 'solicited' traffic should be allowed in by default (ie if I browse to a website, the webserver is allowed to send traffic to the PC that requested it).
As the router has only four ports, you have a switch (or two) somewhere on the home network - is that gigabit capable? If not, anything attached to that will only run at 100Mb.
I think routers without wireless are hard to find, but any N mode router should be Gb capable and will almost certainly have a more functional firewall (including DMZ and port forwarding).