I'm of the philosophy that a firewall should not be thought of as "extra" or a "bonus" to your network. Firewalls should be "standard equipment".
I disagree with the other poster, but only because he/she wasn't specific. An Internet monitoring solution (locks out users from sites or categories like entertainment, XXX, sports, etc.) is not actually a firewall. It could care less about the packets or the packet types it's monitoring at the base protocol level only (most of them only do the standard ones even like FTP, SMTP, HTTP and ASP). One such product is Super Scout.
If your router, by chance is leased and management by an outside company, you may already have a firewall and don't even know it. Most companies who lease out and managment network equipment (most often they are the ones that install your router and set up your leased lines) will configure and setup a firewall on their end (ie. your Internet gateway) as a standard protection.
Verify this if you do lease out your router services. If not, shop around for a decent firewall product ASAP.
also, to protect against mail born virus attacks I suggest installing a network anti-virus program. My favorite is a product from Computer Associates' called Inoculan IT. It scans at the gateway, so effectively all attachments are scanned before they are even delivered to your users' mail boxes.
Finally for stepping up protection even further look into a program called "Black Ice" its good for monitoring your system against hack attacks. I call it a lite IDS (Intrusion Detection System). Finally two other tools to give would be hackers a hard time - RotoRouter (which provides fake information to hackers) and Snort (available through snort.org). Snort is an actual Network Intrusion Detection System (NIDS).
later.