If so, the router would be the only device visible to the outside world; i.e. the outside world can't see that 9x box that is not logged into Windows.
Yeah, all it does is either get it's information from the router, or it connects to the router (as the router's listed as the gateway in my setup). Other than that, nothing gets to the win9x box because all ports are closed outside of what ZA lets through in the "trusted network" part. Also, nothing inbound will make it through unless the port is listed in the "access control list" that the router has (I use the DLink DI704). Basically it's a port list that's allowed and you can set up groups and such...

Even if you get the one port routers, from linksys or dlink, it's DEFINITELY worth every penny as it separates you from the outside. I mean, think about it, do you want a car with a firewall or without one? Yeah, I thought so, hehe...you want one with a firewall because if you got into a head-on without one, the engine would be in your lap...not a good idea, eh? Hehe...

Oh, VictorKaum: MS anything == security risk (to me anyways)