Best thing to do is to go to a site like grc.com and go to the shields up and scan your system. Your Linksys should have Firewall capability built in. I feel a dedicated appliance is always better than a software package you load on a computer because any software, such as zone alarm, is still using the same TCP/IP stack which can leave you open to hacks such as buffer overflow. Cisco routers are better but much more expensive and much harder to configure. A Cisco PIX firewall is the best but even more expensive then a router. By the way a Cisco router does not have firewall built in, it is available through a IOS feature set upgrade.