Question about routers and Zone Alarm

I have an SMC wireless router (model SMC7004AWBR) and am wondering if a
program such as Zone Alarm (Pro) is necessary and/or will offer
more/better protection than the router itself.  I'm pretty much a newbie
when it comes to networking, having just recently figured out MAC
addresses and what they are. 

Here's how my network is set up: I've got one Windows XP computer and
one TiVo (personal video recorder) cat5 wired into the router and one
wireless laptop connection.  All of this is hooked up to the Internet
through a Linksys cable modem. 

I'm not ready to leave a computer on all day to run as a server so what
are my other options for securing my network?  What would Zone Alarm
do/add to my network security?  What is WEP and how do I set that up?  I
see on my SMC wireless LAN card (which does NOT get very good distance)
that I can manually set up WEP or use a passcode.  I'm not sure what to
do with that or if it's needed. 

On a related note, I'm trying to figure out to set up my router to allow
me to access it from ONLY my work's IP addresses.  I see in the router
config that I can open ports (and assign an IP address), but rather than
blindly open up a port, I'd rather just allow certain Ips access.  Anyone
know how I'd go about doing this? 

I have an SMC wireless router (model SMC7004AWBR) and am wondering if a
program such as Zone Alarm (Pro) is necessary and/or will offer
more/better protection than the router itself.  I'm pretty much a newbie
when it comes to networking, having just recently figured out MAC
addresses and what they are. 

Here's how my network is set up: I've got one Windows XP computer and
one TiVo (personal video recorder) cat5 wired into the router and one
wireless laptop connection.  All of this is hooked up to the Internet
through a Linksys cable modem. 

I'm not ready to leave a computer on all day to run as a server so what
are my other options for securing my network?  What would Zone Alarm
do/add to my network security?  What is WEP and how do I set that up?  I
see on my SMC wireless LAN card (which does NOT get very good distance)
that I can manually set up WEP or use a passcode.  I'm not sure what to
do with that or if it's needed. 

On a related note, I'm trying to figure out to set up my router to allow
me to access it from ONLY my work's IP addresses.  I see in the router
config that I can open ports (and assign an IP address), but rather than
blindly open up a port, I'd rather just allow certain Ips access.  Anyone
know how I'd go about doing this?