Guys, one thing you can look for is a DMZ on the router.
Or, do what I do - get a switch and break out your connection.
Plug your Gaming comp directly into the switch, it will get an IP address to itself.
Then, plug the router into the switch. The "uplink" goes to the Cable Modem / DSL modem.
Yes, yes, I know, all you paranoids out there "OMG, that means I'm open to the internet"....
You are correct, but let me tell you this:
In the 6 years I've had cable, I've ALWAYS done it like this, and I've NEVER been hacked.
Just turn of NETBIOS and CLIENT for MICROSOFT Networks in your Network Connection settings for that interface...
Then you are only running a TCP/IP stack, nothing else.
If you need connectivity to an internal network that is behind the router itself, then just get a second NIC and multihome your machine.
Just don't put a gateway address in the second nic's properties (set it a static IP on the same subnet as your Router is handing out DHCP addresses), and all your internal network traffic will pass over this interface, while all the internet traffic goes over the interface connected directly to the cable /dsl modem.
If your're running a proper AV client and keep your machine updated, you shouldn't have any issues !
NOTE - Some ISP's (like mine) have a small charge for an extra IP address - I think Comcast charges me 4.99 a month extra for that 2nd machine account. This allows the Router to pick up a WAN IP as well as your machine picking up a WAN IP via DHCP from your ISP.
Hope this helps some.
Frey