A Linksys router is basically like a stripped-down mini-computer with four or five ethernet cards in it, to put things over-simply. It has a firewall in it, so if your computer also has a firewall in it, you need to open the ports on both of those. If you have a router, you probably don't need a firewall enabled on computers on your LAN. The firewall in the router is better, and if you use it correctly, internal firewalls aren't going to serve any purpose, unless you're afraid of attacks coming from inside your LAN.