NAT Routers Part 1: Client Firewalls
Segment 2: Installing a NAT router
For most people, the best solution commences by disconnecting from the Internet, and making some extra room between the PC and the cable or DSL modem. Within that extra room, then, you install a low-cost, hardware router using "NAT" or "Network Address Translation" technology, to serve as a hardware firewall device connecting you with the worldwide Internet.
The NAT router will come with an installation procedure, and as part of that installation, the IP address that your ISP originally assigned to your PC will be migrated to the NAT router, and the NAT router will assign a new, private IP address to your PC.