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The good news is that you have a router with a firewall protecting your connection. You definitely don't want to disable that (even if you can). It is costing you nothing in resources or pain, and you have everything to gain with that first-level firewall in place.
However ... the quality of that router & it's embedded firewall could be questionable. Find out your exact model & search up to see if there are any updates for it. You might want to flash it, and most definitely research the exact flash procedure so you don't turn it into a brick.
Once you get to your computer(s), which operating system are you using? Probably Win7? Maybe WinXP? Either of those, fully update and implement the Microsoft firewall. I have a lot of criticism for Microsoft, but they do have the firewall implemented correctly and efficiently, and it is so integrated into the OS that it's extremely rare that you require better protection.
Therefore, turn off all other firewalls. I live & die by the free version of Avast! anti-virus, so my opinion is that you're doing great with that as your AV. I don't layer any malware utilities in real-time on my systems because I'm pretty careful about my computing. I do scan & clean regularly, like every week. I usually end up removing some malware about twice a year. Avast! has great utilities for that, and I do a manual, full system scan for viruses & malware, with highest priorities and deep heuristics set, every week; usually start when I go to bed on Thursday night and it's all done when I wake up.
Depending on your computing habits, you might be able to do the same: manual malware scans rather than live. But, I do have Avast! set for moderate to aggressive live scanning for viruses. Again, due to my personal habits, I rarely get a true positive hit, maybe twice a year or so.
It will be a rare hacker that has a reason to and can locate and assault your router, so that is often all the firewall you need ... however, a little research to ensure you are using a decent router is in order. Usually what happens is a virus infection tries to dial-in a hacker or a botnet. So, avoid virus/malware infections, virtually eliminate hack attempts. Again, for NORMAL computing. If you're doing anything that's high-risk, then of course you're also making yourself a target and had better be prepared for that.
It is also possible, if you are so motivated, to flash a number of routers with third-party/open source BIOS/router OS. For example, here's one of the best deals on the Internet:
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Linksys E3000-RM 802.11a/b/g/n 2.4/5GHz Dual Band Gigabit Wireless RouterThis is a refurbished, goes for $46 delivered right now. Until very recently, it was $50. The new version was $80, but has been discontinued. I have one of these running on the default software, fully updated. Me very happy with it. This router is a fucking boss. Configured correctly, it's as good or better than many others that run $150 or $200.
However, read the feedback section and you find out that you can look up something called "DD-WRT" or "tomato" ... which are alternative software you can flash on this router (and many others). Extremely powerful, if you wish to take the time to learn about them & do it. This is on my "Round-toit" list ... when I have time one weekend, I plan to get around to flashing this router, probably with the latest tomato-USB option. If you have the latest LinkSys software saved, you can always flash back to the manufacturer's software to return to basic functions.
By The Way ... this is a case where I
REALLY like to have my router & computer connected to and being powered off a battery UPS. The one thing that can go really wrong during a flash is if the power goes out or fluctuates severely ... the flash fails and you have no way to re-flash the system. Result: brick. Battery UPS is premium insurance against that tragedy.
With one of those in place (and there are other possibilities), you really wouldn't need any other firewall. Your connection and wireless network will be extremely secure ... assuming you set some of the high-security options.