Anonymity Questions - and Router questions

[Hanz™]

I have decided that beofre I get Broadband I shall try and figure out what sort of Security measures I can take to uphold my privacy on the net.

I am thinking of installing Protowall, but would like to know which filters I should use to prevent against the anti-P2P organisations (and so on) without removing the internets functionality (or stopping any sites from working - ie. The rest of my family use the internet and will get pissed off if they can't get onto educational sites, etc... or adverts appear with page not responding errors).
I want a light setup which dose the job without being intrusive (there must not be a speed loss).
Once Protowall has been installed, is it possible to close the Protowall program and still be able to surf the internet - so I can have it on my user area not my Dads.
Blocklist manager can import filters to Sygate Personal Firewall Pro (which I have), would this negate the need for protowall, is it better to block the things I want blocked with protowall or Sygate which one is faster/better at blocking etc...

Should I also invest in using a Proxy, what would you recommend as being fast and difficult to trace. Will they slow down my connection or stop aspects of the internet from working.

I also have a couple of questions on setting up broadband which I wonder if you would be able to answer.
People have recommended that I buy a router (when I get broadband). How do you set one up and what does it actually do.
Will I have to set the router up individually for each P2P program, Sygate Personal Firewall, Protowall, The Internet. Will it work with proxies.

Thanks for reading (and hopefully answering) my huge list of questions.

[100%]

What i do is, before i connect to internet is
i install
-a Firewall (your choice - im using sygate)
-an AntiVirus (your choice - im using avg free)
-a system/history cleaner - i use ccleaner (to remove la crap)
-I then disable certain "services" - i choose "safe" mode - see attachment at bottom of post (originally form black viper.com)
-a spyware cleaner - such as ad-aware (look in sftrwr world for others) and i run it.
-a safer browser - Firefox

and then i plug in the cable and say hello to the web

as for proxies - i use CompleteAnonymousWebSurfing (CAWS) which is a very easy to use program, and i only use it when i'm doing something naughty.

as for routers i have no clue

[SeK612]

A router directs packets of data to destination P.C's depending on the IP address in the packets. They're used primarily when networking P.C's together but have the benifit of acting as firewall which strips unwanted packets.

If you are a home user there is no pressing need for a router unless your planning on splitting your connection between computers. They're easy enough to set up but do have problems with P2P programs (LowID's on emule etc) which are less simple to solve (port forwarding etc). A simpler and effective way to secure your P.C is to reguarily scan it for spyware/adware and do things like switch browsers (IE is the most used broswer so many exploits are written for it) as suggested above