If your are going though a router than that is the only thing that is visible to the internet. The internet will see your router as the "computer" that it is connected to. The router will have the ip address assigned to it from the isp, the router will then assign its own local ips to the network neighbors. It will then use Network address translation to make sure the packets go where they need to go. So in other words, you should be fine....
If you want a non-evil firewall, go with sygate personal edition, its never bothered my games, would have to test it with a network though..