Do Ethernet switches have firewalls?

I have 2 xbox 360's, a desktop computer and 2 laptops with wireless cards. My problem is when I go through a router with my 360's I can't get an open NAT due to firewalls and stuff on the router. If the switch doesn't have a firewall I was thinking I could get one and run internet from my modem to the switch and then have 3 cables come off of it. One to my wireless router for my laptops and desktop and one to each 360, hopefully banishing the dreadful strict NAT.