A router with NAT (Network Address Translation) provides a layer of Firewall protection, but is not a complete firewall. You should still have a software Firewall. Here is how NAT works; a computer on an external network cannot connect to your computer unless your computer has initiated the contact. You can browse the Internet and connect to a site, and even download a file; but somebody else cannot latch onto your IP address and use it to connect to a port on your computer. Your computer IP address is invisible to the Internet. Most new routers or integrated router/modems have NAT. Check the specs. If you only have a DSL modem or Cable Modem between your computer and the Internet, you do not have NAT.
I used to use free ZoneAlarm, which is a very good two way software Firewall, but they became a pain with their frequent updates, asking you to choose their free version each time. Some time ago I switched to COMODO (easy to find with Google), which I found is an excellent free firewall. I also run AVG and Avast on separate computers. Like some said before, they use less resource then some major brand AntiVirus programs and are pretty good. You can find comparative analysis by some major PC Publications. Ad-Aware and SpyBot are good for Malware, but also Microsoft Windows Defender.
Good luck, Tony