To Firewall or Not to Firewall

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I am setting up an SBS 2003 R2 server with 2 nic cards and have one nic
going to the local LAN and the other going to a Linksys VPN Router (NAT
Enabled) with a DSL Modem set up as a bridge between the Linksys Router
and the ISP.

SBS server setup is asking me if I want to configure a Firewall on the
WAN side, but I don't think I need to because of the Router and I'm
concerned with "Tandem Serial Firewalling" (a word of my own makeup
referring to having Firewall following Firewall on the same cable run)
and any problem that might cause.

What's the best option/way to do this?

Thanks,

Wes


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