Router Firewall help

I have just setup a Draytek ADSL 2600, and am struggling a little with
how to correctly set up the firewall.

I am currently using Norton Internet Security on the PC which will
suffice until i can get the router going properly.

I am very unsure of how to correctly setup the firewall in terms of what
i should and shouldn't allow, or even how to set it up!

We use MSN Messenger, a few games that require online access, FTP For
web sire uploads) Internet EXplorer, Outlook Express etc

I need some help to say the least.

Anyone have some useful pointers/URL's they could direct my way please?
I've tried downloading the manual form Draytek's web site, but it can't
find the file.