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Modem Question

NAT is your basic protection from the Outside World (By Default, NAT and NAPT drop all unsolicited inbound traffic - Firewall-like protection is the result) and if it is disabled, your PC would have to have a Public IP to work as a Private IP would lose its connection without the NAT translation. That usually means placing your Modem/Router into Bridge Mode and setting PPPoE up in your PC.

How to create a PPPoE connection in Windows XP
»support.microsoft.com/kb/283070
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reply to Dude111
Thank you buddy.....

I already have a firewall on my computer which is why im asking

But YES having it set to BLOCK ALL UNSOLICITID INBOUND TRAFFIC is probably THE BEST you can have!!