Hi,
I imagine the device you are using is a device used for home use or something similiar. Most of the questions here deal with the Cisco PIX, Cisco ASA and Cisco FWSM and in some cases the Cisco ASA module (or whatever the official name is)
Is this your device?
http://support.linksys.com/en-eu/support/routers/E2500
I would suggest going through the manual of the device and seing if you can build any kind of firewall rules for the device which would possibly limit the the connections to Internet to only use ports TCP/80, TCP/8080, TCP/443 and TCP/UDP/53
This would atleast only allow the users to access the very basic ports needed to browse the Internet. Though there probably is still ways to get around this limitation.
- Jouni