haven't registered so can't reply by pm, but nothing I can't post here I don't think. (if so, please feel free to alter the post)
I think you may have already located the problem as I recently installed a wireless router instead of the previous modem. It's connected by ethernet cable to this device, the wireless bit is for a laptop that doesn't use WinMX.
Got AVG antivirus & the firewall that is provided by the router (BT Voyager 2100) - provider is BT Broadband (UK), not a cable provider.
Haven't done any MS updates in the past week & the only incomplete (I take it you mean incomplete downloads) is "Lady" by K. R. (don't laugh, it's for the missus)