I've been writing a multipart series on building a transparent (bridging) firewall using Linux. Specifically, I'm using the distribution OpenWrt running on a Linksys WRT54GL broadband router, a ...
Linux is highly secure, but you should still have a firewall. You should know if your ISP's hardware (gateway) uses a firewall. One of the easiest Linux firewalls is UFW and its GUI sidekick, GUFW.