The firewall doesn't secure the wireless router...it secures the network the wireless AP provides connectivity to.
WPA provides pretty good wireless encryption between the AP and the PC with
minimal authentication. MAC addresses are one step above, but remember, MAC addresses can be spoofed rather easily, and there's no way for you to hide it, anyone with a wireless sniffer has your MAC address (the physical address of your PC's NIC).
If you want a secure wireless network you're best off to use an open source 802.1x solution (
http://open1x.sourceforge.net/) which will use WPA to encrypt your communication between the PC and the AP and will then require authentication to gain access to the network.
If you're still freaked about security you can go a bit crazy and add things like VPNs, etc to your home network (many of your SOHO firewall solutions actually support IPSEC VPN now).
Key thing to remember:
MAC addresses and IP addresses seem to offer a level of protection, but both can be spoofed and neither tell you who is actually at the other end of that communication session.