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Firewall question????

Last Modified: 2013-11-16
I now have a Dell Dimension XPS R450 running WIN 98 with a Belkin router (wired NOT wireless) networking it to a VERY old Dell running WIN 95. I have a cable internet connection so the router is plugged into the cable modem. I am adding  new Dell 4600 wiht WIN XP home edition and plugging a Wireless Access Point into the Belkin router and using a USB wireless adapter in the new 4600. The question is... where do I install my firewall (I don't have one right now) and what firewall do I use. Do I install it on the "server" running win 98 which is connected to the cable modem via the router??? I know nothing about firewalls but I know I should have one!  
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