The biggest benefit of something like this is that it increases your machine's security by providing an additional layer between you and the internet.
That's true for Windows, which comes with a lot of ports open and listening by default. For Fedora, the default should be no external ports listening, so the router is superfluous. (If there are listening services in a default installation, that should be bugzilla'd.)
As root, try "lsof -i" to see what's listening on what port, to see if there's anything you don't want exposed to the Internet.
