Does one need a software firewall?

This my configuration: Plus one AV, two AT’s and till I can buy PG am using SSM.
First I will refer to a link on the difference between a nat router and SPI
http://www.dsl-warehouse.com.au/tech-SPIvsNAT-161203.asp
Please notice the wording where the author says” which is used in standard NAT routers. Whereas packet inspection merely looks at the source or destination”
I will assume my gateway is not standard since the advanced settings say it is a SPI.

What is NAT and how does it protect my network?
NAT (Network Address Translation) is a level of security, which masks the private IP addresses of the PCs on your network with a single public IP address.
With NAT the private IP address of any PC on your network is never transmitted over the Internet.
Is my Home Gateway a firewall?
Yes. The Home Gateway provides its security through the use of NAT firewall, which acts as a physical barrier between your network and the Internet. In firmware release 1.60.10.0.30 and later a configurable onboard firewall is available.
Can I use Internet firewall or security programs with my network?
Because the Home Gateway uses NAT firewall security it is not necessary to use any other program for security. The use of third party firewall or Internet security software is not recommended, as certain programs will create problems on a private network (Example. BlackIce Defender, Norton Internet Security and Zone Alarm).

Now for some exciting screen shots LOL
I have shown this setup here before. My point is do you really need a software firewall?

 

Here are those cool screen shots

 

More:

 

Security settings

 

Medium:

 

and LOW:

 

a software firewall is a good idea even if u already have a hardware firewall