If you have an older machine, build your own dedicated true firewall and router. www.ipcop.org
This will do VPN's as well. It really gives you a lot of kick for your bricks: ton of functionality found in professional $500+ routers, such as Netscreens, but it only costs the cost of setting it up on a machine you don't mind dedicating to the chore. It uses IPtables, no IPCHAINS, so it's very secure, it's linux based so it's designed for networking and it's very efficient and fast. It has a web interface with a plethora of options.
Stop messing around with the crap in commercial stores. For home use, and/or small-medium business use I can't say enough about this baby.
I stuff mine at my internet demarcation point in the basement, run the green interface with a boundary switch and each floor has it's own switches with one single wire run. You can plug wireless connections in to it as well. Yellow interface is for servers, but you can still port forward on the green interface. Red interface is for the internet connection.