Heh, it seems you have the same sort of Router I have. Anyways, there is one thing you can do, to see if you can fix this firewall yourself.
Assuming you're running Windows XP, you need to find the "My Network Places" icon on your desktop. Next, right click the icon, and go to "Properties."
Depending on your connection, you should see one icon. I have "Local Area Connection" (LAN), but if you have dial up, or DSL, I'm unsure as to what it will be called.
After finding this icon, right click on it. Then go to "Properties," once more. When the box comes up, go to the "Advanced" tab. Here, you should see "Internet Connection Firewall," and a box under it. To rid yourself of this firewall, you must Un-check this box.
Now, since you do have a router, I would assume you have two computers. You should do this on both of them.
Also, if you aren't running Windows XP, I'm unsure as to if there will be an "Advanced" Tab in the properites box. If that is the case, I don't have a solution.
I had to go through the same situation. ^^;