How do I properly setup my router?

[greysight]

I know this is a blanket question but....I am looking for a way to use my router so i can block intrusions. I thought there would be a feature in the web configuration browser that would be easy to block remote access etc etc. ..For the most part i think its working ok but when i check my logs, i see that i have had direct connections to my computer and the router has dropped the invalid packets. Also after I noticed connections to my computer from places even when my computer is idle and not actively surfing or doing anything that would require connecting.

Am i paranoid?

But for the most part i need to find out ways to setup the router....does not make sense to have a good router and leave doors open.

[GroundZero3]

what kind of router are we talking about? How you setup a silly little dlink is alot different than a cisco or other type of router.