Your Linksys should be protection enough. You can specifiy what to allow through and what not to allow.
Check out Linksys's web site for more info on how to configure the router to better protect yourself.
Running a personal firewall and blackice in the background is overkill in my opinion but if it makes you feel better than hey knock yourself out
I have had very little problem using the linksys for my clientele, and you can block everything if you'd like. Happy surfin n networkin