Your router will have a built in firewall. This can be turned off in your router options. These are usually access by going to a website, usually http://192.168.0.1 , http://192.168.1.1 , or http://192.168.1.254
In these options you will have an option to turn off your firewall. Sorry I could not be more specific but without knowing your router make and model, I cannot give you step by step instructions
SLaM_uK, December 2008