The Linksys befsr41's usually come will all services and ports closed by default. You should be fine as long as you install the firmware updates.
BEFSR41 - EtherFast® Cable/DSL Router with 4-Port Switch
Firmware Date : 6/24/2003
Obviously change the admin password and dont allow remote administration and you should be fine.
As for buying things online: nihil usually has the most paranoid option and it might be good to follow that... ;)
Now I didn't say to forward all your ports to a bogus IP. Just forward the ones that are not stealthed. As long as you don't need those ports, then it won't mess any thing up. Trust me on this As I had a Linksys BEFSR 41 router and forwared my ports that showed up to a bogus IP on my LAN.
Originally posted here by puerco
There is an option in your befsr41 to "Block WAN Request" check it and you will be stealth except maybe for port 113 (ident) wich is needed sometimes to send/receive email. Don't forward all your ports to a bogus ip because it will mess your router up!!! If you want port 113 stealth your can forward this however to a non existent ip within your network but not all ports!!! To get specific information about your linksys router there is a forum especially for linksys here: http://www.dslreports.com/forum/equip,16
I just upgraded the firmware and now all except 1 port are stealthed.I feel much better now. I just want to thank everyone for the suggestions they really helped me out. Thanks all. :)