Using KPF with an usb ADSL router

#1 Hello i'm a newbee here,

I'm using the KPF with a usb adsl router(singel computer, no lan).
Alltough it's working fine (i think)i have some doubts about how to setup KPF correctly.(i'm allmost constantly online so i wan't a secured system) Should i setup KPF up for a gateway or not and how do i test KPF?
I used some sites to scan my ports but i never got any warnings. Is this because i use 3 ip adresses(my router, my pc and the server)???help me ou please anyone........thanx