Hi all I have a wireless router with build in ADSL modem. It also has a firewall built into it as well. My question is because of the built in firewall, would i need to have one installed on the PC's that is connected to it?
No, you don't NEED to, but I would advise it if you have multiple devices connecting to the net through it.
If one machine manages to get infected on the internal IP range for whatever reason (usually using IE does this!), the other machine won't be protected by the router's firewall.
If you only have one computer on the network, then the router's firewall will suffice.