prikker said:
But when you use a router, turn off the Windows 10 firewall. Use the firewall of your router or you get problems.

If you have got problems, you probably have a bad router. Hardware + software firewall is the best combo.

But lets not forget, that there are basically 2 kinds of routers: NAT routers and routers with SPI Firewall.

NAT will stop unsolicited traffic/background noise, which causes a higher network adapter's usage.
SPI Firewall works the same way like a software firewall, it can not be disabled and does not stress CPU.
Of course, each router has a different SPI, some are basic, some more advanced, but even basic are great.

NAT/SPI explained: http://securityspread.com/2013/07/26/firewall/