Agreed. The Linksys firewall/router is down to about $49.00, and there's no excuse for not having one (or something similar).
I've been on DSL for 4 years and not been hacked or even touched once beyond the outside of the firewall, which is under constant and unsuccessful assault.
Finally, honeypot tests I saw years ago agreed with the above story, and in one instance a scripted attack found the machine, installed a trojan horse (remote control) program, and disconnected within 10 *seconds*.
And that's on the expensive side. I got a Netgear wireless router/firewall about a year ago for $30 after rebate. I'm surprised that ISPs don't include firewall functionality in cable and DSL modems.