if i'm reading this correctly (it's a bit jumbled
), i'd say there's 1 of 2 problems (or possibly both).
first, make sure your firewall is properly routing the connection. i don't know linux at all, but freebsd has a daemon that does this. it's basically the same as windows' "bridge connection", albeit slightly more complicated. if it's not routing the connections, then the router and cable modem aren't connecting.
the other issue is the router. it may be trying to retrieve dhcp settings from the network, and it's not getting any. most of the consumer routers like that are set up as a dhcp server as the internal network, and a dhcp client to the internet. you either need to specify it's netork data through settings, or make the firewall also a dhcp server (on the nic that runs to the router) so the firewall picks up the data automagically.
although on the bright side, for *most* home users, a NAT firewall in the less expensive routers is more than enough security. generally you're not going to have anything a hacker is interested in, and not worth the time to break through. and these days, you can get a netgear SPI/NAT firewall for like $65 (4port w/ print server), or $115 if you go 8port. and honestly my software firewalls when running just on a nat server have never been lit up once, although the NAT firewall takes a pounding (mostly from stray pinging and other wierd random crap on the cable network). most hackers that are looking for private machines are mostly looking for easy targets.
but don't get me wrong, i understand your desire for more security. myself, working from home my entire business relies on it, so i have to worry about all that big-business security and file backups. i plan on making my network a little more robust in the near future, possibly with a setup that you're using, or a sonicwall/PIX unit (the latter being a much pricier option
).