In How to Secure Your Computer: Maxim #2, I stressed the importance of having a NAT router between your PC and the Internet. While that is without question the first, most important security step, it alone is not enough. The router itself is a weak point unless you have it properly configured.
Always change the default username and password of any configurable device you put on your home network.
Note: If any of what I say in these Maxims is over your head, please find a friendly Geek to help you, or post a comment here asking for clarification.