Here in the US most people use a router for two reasons.
1. It makes it easy to share a high-speed internet connection among several computers located in different parts of the house. here is a link
to the manual for my own router; you can judge for yourself how difficult the setup is, but I think most people can do it themselves, or find a geeky friend/family member to help them. The hardest part is securing the wireless connection (if they use wireless; most people do).
2. The router is also a hardware firewall using NAT, so that even if the computers on the network do not have software firewalls installed and configured, at least there is some basic protection in place. I always recommend that people install a two-way software firewall on each computer, but I have a feeling many people do not. Configuring the software firewall is more of a hassle than setting up a router.
Hope this answers your question.