There will be a firewll in the router.
but you need to have antivirus and antimalware on the Pc + use windows own firewall in using vista 7 or 8.
What do you currently use on your PC?
There are free Av out there such as avast
Malwarebytes is a free antimalware
download only from the softwares own site or Filehippo as other sites such as cnet often package crap with the download.