Belkin Router loses connection after initial configuration

Hello,

I am trying to set up a home network with motorola cable modem and Belkin 4 port router (hardwired). My network is one w2k server and two w2k pro workstations. When I do the set-up as directed by instructions I can connect the first time. Then after a very short time ie < 2 min the connection shows disconnected. After this the only way I can reconnect is to reset router back to factory setting and repeating the set-up process. As a side question, is it worth the trouble to set up a router to protect the system, or use software (I had zonealarm pro before with two nics in server), this seemed to work. What are the advantages/disadvantages for the two methods.

Thanks,
Roger