I use XP Pro and Vista 32 bit Ultimate on a wired DSL with AT&T and a Motorola modem from them. My router is a RT41-BU and I utilize a stout software firewall, as well. My ? is: Should I enable Stateful Inspection on the Linksys?
Yes. You should never turn off SPI (stateful packet inspection), or any other portion of the router's firewall. The router's firewall will not interfere with any software running on your computers. The router's firewall primarily protects the router from intrusion. It only secondarily protects your computers. If you turn off SPI and/or the router's firewall, intruders will be able to compromise your router.
Interestingly, the primary protection that the router gives your network comes from NAT. The router's firewall is a secondary protection for your network, but it is the primary protection for your router.