ISP connection

Have a free trial on a wireless isp provider. Have been running a dialup connection from the same ISP. The wirless they have will only connect by USB (they seem to think that way you can only connect 1 pc) The pc is in a already networked LAN . With a router. I have always set isp connection to go thur a router whenever connecting dsl ,cable ect. I feel this give a mechanical firewall as well a whatever software firewall you may have on machines. This is on a xp pro w/sp2 installed and running the xp fire wall. Also installed zone alarm this is when I notice a lot of incoming alerts from zone alarm.Win XP firewall doesnt bring up anything or seem to be stopping any traffic I dont really feel this machine is all that secure from attacks, with this setup. Any comments on this or how to make it so it would be reasonable secure. As of this time I probably wont keep the wireless as When I asked them about routing they didnt think it was a problem They seemed to be content with letting any and all traffic thur their server