As long as your router acts as a gateway and has some firewall abilities, you definitely want to connect through the router and not directly to the modem. That way you'll at least get a couple layers of crappy software firewall to protect you.
It's probably confusing because some modems also have fw/router ability. I personally wouldn't trust the modem to also be the router.
It's probably confusing because some modems also have fw/router ability. I personally wouldn't trust the modem to also be the router.