Multiple Firewalls - should I uninstall them?

I have a D-Link DSL G604T modem router which comes with NAT Firewall. Then my desktop PCs run on Windows XP Professional SP2 with Windows Firewall, and installed with Trend Micro PC-cillin Internet Security 2007 (like a all-in-one) with a selectable firewall (say, home network, or wireless network) that I can't get adequate knowledge how it works.

Is that too many firewalls?

I was suggested to leave the router's firewall, but uninstall the PC-cillin firewall and turn off Windows Firewall. In this case, will my PCs expose to security threats from the wireless connection?

 

Leave the router firewall as is.

Choose one of: the native XP firewall, the PC-Cillan firewall.

My choice: the native XP firewall.

Install an anti-malware application. Microsoft Windows Defender is perfectly acceptable and free. These applications look for non-viral malware.