Windows XP

I have a user with a single PC that was connected to the internet via a standard home router. The router is now having hardware-related issues and to save money, they're considering connecting the PC directly to the DSL modem since they don't need to share the internet connection or need wireless functionality.

If they decide to do that, I'm concerned that this will introduce additional security concerns. Is the Windows Firewall sufficient and Microsoft Security Essentials sufficient for protecting a computer directly connected to a DSL Modem? Or is other security software needed here? Ideally, I'd like to avoid having third-party firewall software constantly bringing up alerts and asking them to approve everything.

Also, just to clarify, their use cases are just internet browsing and email.