I've had hubs, routers and switches from different vendors, and all have worked. Right now I am running a 3com switched router with a printer port. I run TradeStation, TWS, and mIRC all without problems.
Chances are, you won't have to configure your router at all, just plug it in. If you are using more than one computer, a switched router may likely be faster than a router with a hub in it (instead of a switch). Here's what those three terms mean (more-or-less, I'm far from a networking expert):
Router: This device assigns an IP address to one or more computers "behind" it (on your LAN), gets an IP address from further "upstream" (from your ISP), and directs data from the net to the right computer. You need one of these things if you want to have more than one computer connected to a single internet connection.
Hub: This device allows computers to talk to each other, kinda like stripping all the network cables and connecting them all. Every computer on a hub hears all the network traffic that every other computer does.
Switch: This device is like an advanced hub. It allows computers to (more-or-less) directly connect to each other. Take a three computer network. If computer A wants to send a packet to computer C, then computer B will never hear it. That cuts down on traffic and explains why switches can be faster than hubs.
So, to share a single net connection, you need a router and a hub or a switch. Many routers these days have a switch or a hub built-in. Check out the Hot Deals forum at
http://forums.anandtech.com for great deals on Linksys hardware - you can frequently get a switched router (non-wireless) for less than $50, sometimes for nearly free.