First, please note we are referring to the firewall that prevents people coming IN to your computer. This differs from a corporate model which prevents inbound *AND* outbound traffic. (Though some routers allow you to control that as well...)
A. The manual will say.
B. Or go to your router control panel ( http://192.168.1.1 for most routers) and look for settings to enable/disable it or at least to acknowledge it's there
C. Or check the mfr's website.
D. Or ask Google. Google knows everything.
E. Read this: http://ask-leo.com/does_my_router_have_a_f...all_or_not.html
Or send me the Mfr and model# of your router and I'll look it up for you.