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By default most routers have a NAT (Network Address Translation) activated, it's usually more than adequate as a firewall. Your netcomm has that by default as well as some other options (bridge and IP filtering) listed under firewall. From memory the Netcomm router you have has an admin IP of 192.168.1.1 and user of admin and password admin. That router also has options for opening up ports to the outside world for gaming etc. As Fahim said if you're concerned check with shieldsup and turn off the windows popup.
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