Sorry, regarding the firewall; it won't do any harm, you can keep more of an eye on/more control over what communication occurs from your machine to the outside world if you wish, but its not actually necessary.
Agree. Your modem firewall will stop basic inbound problems, but proprietary firewall software will also control outbound connections and is far more likely to receive regular updates against changing threats. One won't conflict against the other. I use a belkin modem firewall and Norton Internet Security. Others swear by Zone Alarm and any of the others you can get.