I believe this is likely talking about NAT. Helpful, but not the same as a firewall - though manufacturers sometimes don't like to point out the distinction.
http://www.amazon.com/exec/obidos/tg/detail/-/B00006B9HR/102-6475380-6426540?v=glance
http://www.amazon.com/exec/obidos/ASIN/B00006G2OJ/qid%3D1083621266/sr%3D11-1/ref%3Dsr%5F11%5F1/102-6475380-6426540
http://www.homenethelp.com/web/review/dlink-di-714.asp
Higher end units like the uBr series from Cisco have used Stateful Packet Inspection for awhile.
This is a pretty good solution for $50.00 to $150.00 for a small business or home user.