The firewall is the same, as far as i know. It block everyone from connecting to you, so, if you want to allow it, you have to forward the port... um, well, firewall... thats what it is.
a router's NAT network adress translation provides inherent protection. it serves as a basic firewall. it's all i use and the few times i got a trojan or virus was my own fault.
you still need a virus scanner to have adequate protection. scan anytime you think your system is infected or once a month.