Only NTL supplied modems will work with their network, so a wireless router should be all you need - Oh and the wireless ethernet adapter card for the pc, of course.
Most wireless routers also have sockets for 4 wired connections.
I'm not sure what you intend for the 'roaming' thing - if you mean being able to log into other wireless networks, then it is the wireless ethernet adapter in the pc/laptop which connects, not the modem.
For the firewall look out for one that does SPI as well as NAT.
Finally, if you use ethernet you don't need any NTL software installed, only if you connect using USB