Yes you do need a firewall to protect your network. On the PCI DSS website (see link below) step number 1 in the requirements is:
Install and maintain a firewall configuration to protect cardholder data
“Firewalls are computer devices that control computer traffic allowed into and out of a company’s network, as well as traffic into more sensitive areas within a company’s internal network. A firewall examines all network traffic and blocks those transmissions that do not meet the specified security criteria. All systems must be protected from unauthorized access from the Internet, whether entering the system as e-commerce, employees’ Internet-based access through desktop browsers, or employees’ e-mail access. Often, seemingly insignificant paths to and from the Internet can provide unprotected pathways into key systems. Firewalls are a key protection mechanism for any computer network.”
STCR Business Systems, Inc. sells Sonicwall firewall devices to assist you in meeting this requirement. There are two units that we now support. Please contact us at (607) 757-0181 to find out more about upgrading your Sonicwall.
http://www.pcisecuritystandards.org/