Questions about Firewall, DHCP and other things

What I have;
Linksys WRT54GSv4
Up to 5 dynamic IP addresses, from my ISP
Fiber connection
What I want;
WLAN
To use the 'real' dynamic IP addresses (no LAN of my own)
Hardware Firewall (preferably from the Linksys)
Is this even possible? I can't seem to get it working.

No. This won't work with a WRT54GS. You can only set it up in router mode and only if you have a whole subnet. But in router mode the addresses can be reached from the internet.
I guess there is a big misunderstanding anyway. The router even in gateway mode and running not is not a firewall for the computers connected to the router. The router runs a firewall which basically protects the router and in a way your internet connection from attacks (e.g. DoS). The firewall in the router does not protect the computer connected to the router.
What usually provides the protection is the network address translation in gateway mode. Using private IP addresses in your LAN makes the computer unaccessible from the internet. The router maps the single internet IP address.
But you cannot configure the firewall on the router to block any specific traffic.
You may be able to install 3rd party firmware on the router. With 3rd party firmware you have direct access to the Linux system on the router and you can configure the packet filter on the router with iptables. This allows you to individually protect computers connected to your router. But this is not possible with standard Linksys firmware through the web configuration.
See the wikipedia article on "wrt54g" on details about which routers support 3rd party firmware and which projects exist.

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