It is automatic in how a router works.  Think of it this way - a two part box.  One half is a computer that negotiates with the ISP to set up a connection that works.  It will have an IP address issued by your ISP and it will be in the WWW range of addresses.  The other half is a computer DHCP server that negotiates with computers inside your home network and issues IP addresses in its range - the private range of 192.168.xxx.xxx (xxx can be any number from 0 to 255).  Since the world sees you by your IP address from your ISP, and your inside computers are in the other range, Network Address Translation is how the server half isolates you from the outside world.  It offers a firewall protection function because you aren't know by your actual IP address issued by your router's DHCP server.  In addition, the DHCP server also has some firewall software running that performs functions like port handling if you want to open some for certain apps.  It is more complicated than all this but you get the picture.

I forgot to add open IE and put 192.168.2.1 in the address bar.

http://docs.us.dell.com/docs/network/p57205/en/config/web_conf/index.htm

Excellent!  Your explanation is much appreciated.

Bill