Is the firewall in the wireless router enough?

I generally use a hardware and a software firewall. Hardware firewalls are great at blocking all incoming connections, except for those allowed. However, they do a very poor job at trying to decipher traffic going out. There are often many applications that will connect through port 80 going out, which should be entirely allowed by the hardware firewall. A software firewall here will help decipher which of those programs should be allowed to go out, which will help prevent botnets/trojans/other virii from phoning home, so long as you keep your firewall up-to-date. Because you can easily give yourself malware with a good hardware firewall in place, a software firewall is necessary to catch some of the "Whoops" factor.

it will protect you from outside attacks reasonably well.
It doesn't protect you from something on another computer on your network, it also wont tell you if you have something nasty that is calling out - for these you need local software firewalls.

The firewall that your network router offers can be seen as a first line of defense but should not be seen as the only defense you need. As long as you do not enable port forwarding and do not put your computer in what some router call a DMZ, incoming connection from the internet will be denied by default. However, this only protects you from one kind of potential harm that can come to your computers.

Viruses and malware can reach you from questionnable website, email, friends USB keys, etc. You will want to run virus and malware protection on your computer.

Also, your router connected to your ADSL connection only protects you from connection coming from the internet. What about friends or family laptop? Enabling the firewall on the individual computers (or using third party firewall software) will help prevent malware from roaming the computers on your network.

Finally, if you have wireless connections enabled on your router, you'll want to think about securing it. Your router vendor as most likely information on the subject. Make sure to select WPA2 or WPA as the protection and not WEP as the later can be easily bypassed and, once bypass, any wireless computer is now sitting behind your firewall. As with friends computer, enabling the OS firewall or installing a third party software firewall will help you avoid the problem if your wireless security is indeed breached.