Right if you have a dsl router installed wht you want to set it up to do is drop tcp/ip requests if they aren't located in the NAT table as this table keeps a record of ALL outgoing traffic and only allows traffic that exists in the NAT to pass through it.
Also you could try turning on drop all ICMP packets as this would prevent people from pinging your machine to see if its alive although you may need to upgrade to msn 6 as you won't be able to send and recieve files through the NAT due to the way that the packetss are constructed.
Its just a case of setting up your router correctly
Hope this is of some help i'd give you step by step instructions but i don't know my way round this particular router.