[Halcyon]

The router I linked to is a wired router.
Really easy to setup. In most cases, just plug in, follow simple instructions and good to go.
Wired routers often come built in with a firewall of some kind too so no need to worry.

If you don't use a router the only problem I can see is that you would have to power everything down each time you want to change connections so modem recognises the computer that is connected.