A router stops inbound intrusions while a software firewall stops outbound intrusions. Say a trojan was attempting to call home... a software firewall would stop that while a hardware router wouldn't.
A router does not protect you from what's on your computer already.
Hi all. I have a wireless router, (DLink), with a built-in firewall and was wondering if that's enough protection from things like virus' and spyware, or if I should also install Zone Alarm? I use Spybot and AdAware SE for spyware and adware elimination, but I'm wondering if my router's firewall is sufficient enough to do away with the need for Zone Alarm.
Thanks.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic