Starting a hub
 

I'm trying to figure out how to do this, but I think I might run into problems because of Windows Firewall. Any idea on how I go about it?

First, use another firewall.
Windoes Frierwall = not-a-good-idea.
Get something a bit more customizable, like ZoneAlarm.

What does ZoneAlarm do? And why is Windows Firewall not a good idea?

First of all, the built-in Windows firewall is, in my experience, notorious for not working the way it's supposed to. (Example: tell it to open a port, and hope that it works; it never really has for me.)
ZoneAlarm is simply another software firewall, albeit a better one. Of course, you'd be better off getting a hardware firewall (like a router).

Does having a modem with a router in it help any?

What that does is to add an extra layer of protection between you and the outside world, which is called NAT (Network Address Translation). That means that you have a public IP address for your router, and a private IP address for each PC connected to it. These private addresses are not accessible via incoming connections from the internet, except on specific ports which have to be configured manually. By default, no ports will be open for incoming connections.

You still should ditch the Windows firewall and get something better. The windows firewall just isn't configurable enough to allow you to do all that you might need to do. It will hurt your p2p speeds, and make it hard for you to run a hub or an FTP from your computer.

OK, so if I get this ZoneAlarm program, will it let me run a hub? Also, would you happen to know how I go about doing that?

You could probably run a DC Hub even with the built-in MS firewall, if I'm totally honest. However if you install ZoneAlarm, or any other fully configurable firewall, you can be more certain of having no problem with your incoming ports.

Running DC Hub is not something that I have any experience of, I must admit. I should be able to offer a few bits of advice, though, if you'll forgive the presumption.

1) Check with your ISP to see what sort of restrictions they place on your bandwidth consumption. You don't want to get cut off because you broke the AUP.

2) Read this guide. It goes over the basics of establishing your own Hub.

3) Consider paid hosting. http://www.nexgenis.com/ offer paid hosting for 30 bucks a month. It's not cheap, but it's also not that bad. That gets you a 100Mbit connection, with up to 1000 users permitted. That's decent.

I hope that helped at least a bit. I just don't know quite enough to offer in-depth assistance.