I would guess that turning on your modem's firewall would protect the modem itself. If you aren't sure, maybe you should call up your ISP and ask them about it.
From what I understand, if you have two or more firewalls turned on it they can conflict one another and cause problems. Based on this, you should probably either use Windows Firewall or the Modem's firewall (although there's no guarantee the modem's firewall will protect your PC) not both at the same time.
I would guess that turning on your modem's firewall would protect the modem itself. If you aren't sure, maybe you should call up your ISP and ask them about it.
From what I understand, if you have two or more firewalls turned on it they can conflict one another and cause problems. Based on this, you should probably either use Windows Firewall or the Modem's firewall (although there's no guarantee the modem's firewall will protect your PC) not both at the same time.
I dont think that a software and hardware firewall will conflict. I have a hardware firewall and just use the windows software firewall on both my computers with zero conflict.