Your WRT54G firewall will protect your LAN against attacks via the internet by hackers like myself. As long as you don't have any exposed IP sockets (ports) in your firewall, you're generally considered safe. However, I suggest you try running the firewall exploits test at:WRT54G with Sveasoft Alchemy 1.0 firmware, passes all the test. My BEFW11S4 hangs on two of the tests (I forgot which).
ZoneAlarm will also protect against incoming attacks, but also adds protection against outgoing "ET phone home" type of software that wants to send the mother ship everything it knows about you, your machine, and your finances. The WRT54G firewall will do nothing for detecting trojan horses, worms, and spyware that are delivered via web pages and email. Zone Alarm will catch these, but you need to pay attention when the popup boxes ask for confirmation.