Back on topic again - TWS does not work with #3 unless you can bribe your IM people to turn on the port you need. There is a way around this using Loophole and SocksCap which basically converts it into a http request. The exact setup is described in a post from about a year ago or so. You should be able to find it with a search.
My desktop has a cable connection, a D-Link Wireless router and I run Norton Internet Security firewall and Antivirus. I have Win XP home with the XP firewall disabled. No problems with IB TWS. Is it redundant to run Norton firewall with the router?
Gosh, I remember the night this battle between Nitro and dottom was going on. It was something. In answer to your question: No, because the Norton software, especially something like Norton Internet Security, can alert you to potential attacks coming in through the ports you have open on purpose in your router. The router doesn't provide this service.