I would go with the Netgear if you dont mind spending a bit more money for quality mate we always have netgear at work/home.
But the Linksys WAG54G is good to not read any reports on it so carnt say how good they are we have some of there hubs and they seem ok and YES it is a modem and router.
ADSL microfilter = the filter goes inbetwwen the modem and the socket and your modem and phone plugs into it.