1. You need to log into your Linksys router. After you log into your Linksys you will click on Applications & Gaming link near the top of the page.
You should now see a new menu. In this new menu, click Port Range Forward. Now you want to open port 3389 to the machine that you want to connect to. If you can pull down (you did not say your model) application – then do so and choose remote desktop and choose protocol BOTH. then put in the ip address for the machine you will connect to.
2.You would have to be using NAT – the linksys gets the static IP and gives out 192.168.x.x addresses internally then you use this to connect to your dc.
3. There is one built into most linksys routers but depending on how much protection you need is what you will want to get – long story short buy a hardware firewall if you REALLY want to be protected.
4. RDP over VPN is a great security practice. You will need to use software vpn on both ends and then connect to RDP.
Let me know if you have any other questions!