You could get a real operating system.

Seriously, though, if you want to use a router, I'd suggest that you get one of the above linked OSes (I'd prefer one of the BSDs for this purpose) and slap it on a cheap (I'm talking Pentium 166-class) box with two NICs and use it as your firewall instead of one of those black-box DSL/Cable routers. The feature set will be about a million times greater, and you'll have another computer to play with. Then again, there's something to be said for brainless networking.
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Bitt Faulk