Let me see if i get this right: You are connecting the router and the desktop in the firewall machine ?
If that is the case, and your firewall doesn't have a dhcp service then just set eth1 with static IP and also the desktop with static IP, make sure to set both on the same subnet. Besides that if you are connecting both machines with one cable make sure the it is a
crossover cable, which allow to plug 2 machines directly with a network cable.
You could also reverse the firewall with the router, or yet remove the router out of the equation if you are using just 2 machines and the goal is to learn firewalling.
It is more interesting to have the firewall connected to the modem(if you have one) and then the router receiving the shared connection from the firewall, so the router will do the dhcp for the rest of your network if you have more machines to connect. In this case the router will need a static ip to connect with the firewall(if your firewall doesn't have dhcp service).
Using a router and a dedicated firewall is pretty much like having 2 firewalls.
Most important, make it simple because it will be easier to manage.
Regards