A lot of DSL modems actually have routing functionality that interferes with your actual router. They tend to use a PPOE setup, which means you have to tell your modem to not do PPOE and use the settings that it had to tell your router it's a PPOE connection, complete with the login user/pass and external IP address the modem was getting. I know that sounds complex, so maybe just google on that subject with some keywords and you'll likely find the steps for it.
I use Zone Alarm Pro, Pest Patrol and NAV 9.0 on all my computers--Dell Laptop, Dell PC, and an older gateway. I have never used Norton's firewall programs but my Dells did come with all the MacAfee sofware--virus scan, firewall, etc.