What I recently did was download Smoothwall Express 2.0 from - http://smoothwall.org/
- (its only 30MB) went out and bought myself an old IBM pentium desktop (20GBP) and a few PCI NIC cards(1 GBP each).
Then following the excellent instructions from smoothwall set up the old IBM machine as a firewall. Smoothwall has support for an Alcatel Speedtouch USB modem which I'm guessing is probably the same as a Thomson.
If this all works you end up with a great firewall (that's Linux based) and takes away the worry about support in whichever linux distro you choose. You can do all this without loosing your current Window$ setup.
BTW I'm not running a speedtouch modem, my ISP gave me a router, but I still use smoothwall.