I knew about the ip thing that's why I would still have to use ICS but it's getting me mad

Is there any router with built-in switches or they are all like hubs and split the speed between the ports?
Also, I think my friend's routers got the firewall with it... and they get pretty strange problems like can't send files over msn even if the udp ports are forwarded to the right comp... things like that.
Thanks
Dim3x