Installing Network Adapter and Firewall

At home I have always accessed the internet with a computer that has only an internal dial-up modem, and I have never used a firewall.  I am now thinking of purchasing DSL or cable high-speed service, installing an internal Linksys 10/100 Etherfast PCI Adapter Model No. LNE100TX Version 5.1 (which I purchased over a year ago) and installing the firewall module of my Panda Antivirus + Firewall 2007 (the antivirus module of this software was installed about two weeks ago).

 

Does anyone have any recommendations or thoughts about the order in which I should execute these tasks?  In other words, should I install the firewall first and then the network card or should I install the network card first and then the firewall?

 

Thanks.