I hope I may be allowed to expand a bit on the OP's question.
What are the advantages of a hardware firewall over a firewall built
into a router?
Can one use both, or should the firewall in a router be disabled if there
is a hardware firewall?
If the OP finds that he has a firewall in his router, would there be any
reason for him to install a software firewall such as shorewall?
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Haines Brown, KB1GRM