[Matth]

A Router firewall does the job the the "Windows Firewall" tries to do, and does it a lot better.

You would add a software firewall, for the same reason that you'de use one to replace the Windows firewall - to provide more control - The router firewall cannot tell the difference between, say, your ICQ client software, and a trojan that logs into an ICQ channel for attack instructions.

In some respects, current software firewalls are a microcosm of how a corporate installation would be set up, but instead of administering access to different systems, the software firewall administers access to different programs.

Practically - if you would run a "permissive" software firewall, granting anything that asked, you would NOT gain any protection over and above a router.

If you are prepared to take a step back, and ask, "WHY does this need to communicate with somewhere?", then you will improve your security with a software firewall from behind a router.

I must admit, I'm seriously considering throwing a router into my setup, even with only one PC, as at the very least, it provides protection if the firewall has to be dropped during update, or if you have to disengage the software firewall due to problems.