What Dave said.
Even though you are connected all the time, with a simple ADSL router's firewalling you're more invisible to the rest of the net that you are with a dialup connection while you're on. Simple firewalls are easy: ALL incoming connections are blocked, and that's almost the end of it.

I use an ethernet router, because it's less flaky than USB and anyway I've got a LAN at home with other machines connected.

I don't think you're so well protected with an ADSL card inside your PC.

Anahata