I found a Linux based open source router that boots from a CD, or can be installed on a machine.
The website is here http://www.vyatta.com/
You have to log in to do the ISO file download. Burn the ISO file to a CD as track and not as a data file, for it to autoboot.
Download from the Vyatta website all the docs for it... there are 3 files, all PDF and not part of the download CD.
The software does many things in protocols, and has a NAT too.( Network Address Translator)
Why is this better than an off the shelf NAT router, it will give better control, have a cooling system from the machine's fan, and keep complete logs on a hard disk.
This disc based Linux NAT router is not for the typical home user, unless you have a spare machine, and twin network cards to create the firewall and NAT.
If you don't know what a NAT router is/does, and specificly if you don't have one, then you should get one for your internet connection.
Get a standard retail one, rather than a wireless, as they are cheaper and more secure... if you have a wireless laptop, and get a wireless NAT router, then make sure that you use 128 bit encryption and turn off its broadcast ability.
Retail prices for a consumer home based NAT router start around $60 depending on the number of ports it has... the device allows more than one computer to be plugged into it, and creates an internal network, called a LAN for local area network, and the ISP is the WAN for wide area network.
Places like FutureShop or the computer department of London Drugs sell them. I recommend Linksys which is owned by Cisco as forst choice, or a Dlink model.
The Linux disc based router is aimed more for people that have high traffic flow on their internet connection.
This is the wiki on how a NAT router works
http://en.wikipedia.org/wiki/Network_address_translation