Exchange 2013 on a single Server 2012 computer - confused

About a year ago I moved our Ex2007 to Ex2013 (thank you Simon).  We're a small organization and everything runs on one box.  Although I migrated prior to SP1, server is now at SP1 level.  I am following some articles and trying to enable DNSBL features which suggests that I need more transport agents than I have, specifically Connection Filtering Agent.  Here is my current list:

Identity                                           Enabled         Priority
--------                                           -------         --------
Transport Rule Agent                               True            1
Malware Agent                                      False           2
Text Messaging Routing Agent                       True            3
SMSMSERoutingAgent                                 True            4
SMSMSESMTPAgent                                    True            5
Text Messaging Delivery Agent                      True            6

I don't have an Edge Transport server installed which as I recall was because there was none prior to SP1.  So here are the questions:  

Can I use an Edge Transport Server if I am running on a single box?  If so, will that allow me install the Connection Filtering Agent?  Any reason not to do these things?

How do I install/enable these?  Finally, is there a required priority for these agents?