Carambola2[1] runs FreeBSD[2] and thus a version (it's way different than OpenBSD's these days) of Packet Filter[3]. Putting the ADSL modem in bridge mode and this very cheap device as an advanced firewall can keep you safe. You have to write the rules manually, it's a time-consuming procedure (a little bit like programming) because it takes a lot of reading, etc. But once you get the hand of it, writing rules your self gives an absolute control of what goes in and out of your network.

[1] http://8devices.com/carambola-2

[2] https://code.google.com/p/freebsd-wifi-build/wiki/Carambola2

[3] http://www.freebsd.org/doc/handbook/firewalls-pf.html