What is broken:McAfeee firewall or my router ????? Urgent, please

Hi. I apologize for the length of this, but I want this to be complete.

I am very annoyed. I recently bought McAfee's firewall 7.x and antivirus
10.x. Home version, not corporate. Dutch (The Netherlands) version.

My configuration: ISP is cable company, from cable (wall) socket connection
by cable/wire to my cable modem, from there a connection by a cable/wire to
my router, from there a wireless connection to the adapter on my computer,
which is in a different room. No other computers in network. Encryption
WPA-PSK, long random key.

I have a Sitecom router with the adapter that goes along with it. For
security reasons I will not mention the precise model (am i too paranoid ?
better too paranoid, than not enough) I bought this one early this year or
late last year. All tests that I have used, including the advanced port
scanner at pcflank.com, the port scan at hackerwatch.org, shieldsup at
www.grc.com, the sygate test, the test at auditmypc.com, indicate that the
router has a perfectly working firewall. It stealths some ports, while for as
far as I know McAfee does NOT do tthat. After using these tests, the probes
of these tests did not show up in the events log of the McAfee firewall 7.x
That means they did not get past the firewall of my router (Please keep my
configuration in mind !).

Shortly after installing the firewall 7.x (I had 6.x) for the first time I
examined the events log, and noticed at least one event. I wondered how that
was possible. McAfee said it was a router issue. I decided to disconnect the
router from power/electricity from a short moment, reconnect it and when it
was ready I reinitialized the router by pressing a "button" on the router. I
reestablished the wireless connection, gave everything the proper settings,
for security reasons I disabled the VOIP option, UPNP etc. I have disabled
the option to control the router from over the internet.

I also configured the firewall for a home network, and configured it to not
to trust the home network. But that was not something new.

Yet, mysteriously in my events log (maybe it's called a bit different in
English) it shows over the past three days that at least 8 times the McAfee
firewall met a probe, an attempt to establish a connection. Hackerwatch.org
says that most these are probably hacking attempts. One "event" even had the
name trojan in it. And using a WHOIS on one other probe clearly indicated
that it was a hacking attempt.

How is that possible ? I HAVE NO CLUE.

My networking gear notices one other wireless network sometimes, but there
is very little wireless traffic around here. And seeing the IP numbers, the
names that go with the IP numbers, I find it hard to believe that this was
done wirelessly. But Maybe I'm wrong ? For as far as I know, they'd still
have to deal with a long (random) WPA-PSK key.

SO, BASICS: WERE THE ATTACKS DONE WIRELESSLY ? (UNLIKELY, SINCE I HAVE
TRACKED/TRACED SOME OF THEM INTO THE USA) IF NOT, THEN, SINCE THE ONLY OTHER
WAY TO CONNECT TO MY COMPUTER AND THE MCAFEE FIREWALL IS TO GO THROUGH THE
FIREWALL OF MY ROUTER FIRST, AND ACCORDING TO TESTS THE HARDWARE FIREWALL
WORKS FINE, AND WHEN TESTING MY COMPUTER THE TEST-PROBES NEVER REACH MY
MCAFEE FIREWALL.

I contacted McAfee, they said it was a router issue, but that contradicts
with what I have stated before. They started blabbering about that I was safe
because the McAfee firewall blocked these attempts, probes, that I was safe
because I reported to hackerwatch.org. They just seem to have no clue.

About contacting the manufacturor of my router: by email it takes ages, and
on at least two occasions when I had sent an email they made statements that
were nonsense. Calling on the telephone is very expensive. What can they do ?
Especially because the tests indicated that the firewall in the router was
all right, nothing. They won't give me my money back. And I don't think it's
router issue.

A not properly working router firewall (cannot be turned off!, at least not
by the instructions I once received) with just a McAfee firewall is just not
good enough. I want both. What's going on with the firewall and the router ?

Just switching to a different firewall would usually not work, I'd probably
have to remove all McAfee software, and deinstalling and reinstalling that
would be problematic. You need (sometimes?) all sorts of tools to completely
remove all traces from the previous installation. A Zonealarm/Zonealert
firewall with McAfee antivirus is impossible, at least McAfee antivirus or
the security center would object.

Also, I have the Spy Sweeper from Webroot, and the Spyware Doctor from
Pctools, updated, windows xp service pack 2 fully updated. For as far as I
know, these programs did not detect the probes.

If you have any idea about what's going on, please inform me. I'd also
apreciate it if someone could offer me a fix. Your help would be greatly
appreciated.
.