LinuxQuestions.org - Making a modem/router

No clue where this should really go, so I'm posting it here since its networking.

Recently I've decided to replace the black box my ISP has sent me for a modem with a system I've built myself. This will replace both the little modem they sent me and a Netgear websafe router that is on its last leg. Since I know little about networking, I'm in need of advise for an internal modem, and also help on how to go about installing and setting up the firewalls and such. A quick list of what I want this box to do:

1) Connect the home network to the internet
2) Provide a firewall to protect the internal network

I may also wish to install cups or something similar to centralize the one printer in the network so everyone can use it easily.

I really don't know much about doing anything like this (networking is a relativly new subject to me, since most everything I've dealt with was close to PnP network-wise).