OCModShop posted part 4 of their Linux Firewall series

If you already have an Internet Router that you're intending to replace , I recommend some prep-work to make things easier. Most routers are set as the gateway to their network (i.e. 192.168.1.1), and this is probably the address that you want your firewall to use. Otherwise, you'll have to set the firewall to 192.168.1.2 or some other address, which can get real confusing really fast. Go ahead and log into your existing firewall, and change its address to 192.168.1.2, or some other number, so that it will not conflict with your new firewall. And turn off DHCP, since your new firewall should be the new DHCP server... you don't want two servers trying to dole out dynamic IP addresses and wreaking all sorts of havok.

Custom Linux Firewall Part 4: Installation