Apparently if you live in the US you can pick up a Linksys router/firewall (like the one I use) for $40 after the in store rebate. A REALLY good deal. Personally a dedicated firewall would be even more ideal than a linux box because:
1. It's cheaper.
2. Smaller.
3. Takes like all of 5 minutes to setup.
4. Harder if not near impossible to hack.
5. Not prone to crashing for whatever reason.