firewalls

the classic firewall journal:

1) i dont have a firewall, do i need one? my router says it has a firewall, but i dont rly trust it that it does anything. should i install a firewall or what?

2) if i need one, recommend me one which uses the least resources compared to the rest.

i dont really have any problems with my pc, but a irl friend of mine who had the same pc skill as me (low+) had a fucked up computer after 3 months of internetting without firewall
-,- so thats why im making this journal, i dont want my sweet pc to get hurt :<<<:

edit

i have avg as an antivirus/antispyware