Like said many times here on AO, you can easily setup such a network using a router product from DLink, NetGear, SMC, 3Com, Cisco, whatever... If you realy want versatility and expansion possibilities, or things like a print server, gateway, firewall, dns proxy, DHCP server all-in-one-product look for a unix or linux solution. Probably the best but not so easy to set up is building a BSD box. You can go for easy one-floppy-disk-linux-routers (firewall / gateway / router solutions). These little things run of one disk and a simple 80486 box. If you want a webproxy then you should consider a better system (at least a Pentium I or II) when using a broadbandconnection, otherwise the box will be a bottleneck.
A proxy program running on an NT box, is not that stable e.g. crashes a lot, needs expensive updates / installs /... For boxes that have something to do with firewall / routing / gateway / dns / ... IMHO linux rules; you reboot those to add hardware, or in case of changes made by the ISP. And they all run on lower spec hardware or the same to do more then the MS boxes do and they are FREE. I'm not saying that linux is always the best solution, but for those tasks ... guess once
A few url's to get you on track:
http://www.linuxrouter.org/
http://www.bbiagent.net/
http://www.freesco.org/
http://perso.club-internet.fr/ffaure...routersfw.html
http://leaf.sourceforge.net/
http://edge.fireplug.net/
http://www.linux.org/
http://www.debian.org/
Anyway if you do not have a spare box, go with ICS on your own risk ;)
It's possible that ICS or NAT is not allowed by your ISP, read your AUP before proceding.
