Most of the gateway routers sold today are considered to be firewalls, your linksys probably is. With a wireless you'll want to either disable the wireless capability or secure it. By default it's not secured and your neighbors or anyone driving by can connect to your network. They may even do this unintentionally and if they happen to be infected with a virus or worm, you're in trouble. If you can't or won't do this then leave the software firewall installed on your pc.