If you have a regular regular (Cable or DSL) connection in your office that is just like you have at home, you can rest assured that the thing they told you was your firewall, really isn’t. A home grade ISP router basically is as secure as using a brown paper bag as your front door. It is made to be cheap, easy to support, and let everything in your house get to the Internet as quickly as possible. It was not made as a secure device, and it will do nothing to keep your network safe.
Consider how small the world is from a technology standpoint. The worst neighborhood in the world is likely less than a full second from your home or business internet connection. Think of the worst place on the planet that you can. Search a business or government in that area. (duckduckgo or Google if you prefer.) Open up the website for them. As fast as you can access that location, that location can access you. While your home or office may be in a good neighborhood, everything online truly is not. With that mindset, having a good lock on your front door is just an obvious first step.
Commercial firewalls can watch traffic to see bad behaviour. They can create secure connections to places you trust. They can isolate different devices in your network from talking to each other. they are full blown, powerful computers with the processing power to monitor your traffic, and take actions to help secure you. Also, as a very important feature, they log things so that you can look for patterns and trends that are the best way to find when someone is on your network that shouldn’t be.