Part of your Job?
The Windows XP firewall will not block traffic going out. Norton firewall will. There's a huge difference in functionality...
The difficulty of setting Netgear routers (or any other in fact) is that the blocking of egress ports is difficult with all these new games. Each one has a slightly different port, making the firewall rules look like swiss cheese.
My clients get all egress traffic blocked except port 80 and 25 from the server (obviously depending on the site), the server runs squid to allow web traffic to get through (and supports caching and monitoring), and all PCs have blanket block-everything-except-RDP XP firewalls, and it works extremely well - but the policies for SOE are easy when you can enforce to applications that are used...