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I uses this... it's cheap, painless, fast, has some security, great html interface, and a parallel port for a built in print server. You could use Linux or Windows ICS (internet connection service) but this box and others like it will give you less headaches and at 20 bucks ya can't beat it.
http://cgi.ebay.com/ws/eBayISAPI.dll...&category=3706
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If youv'e got a spare old machine lying around you can set it up with smoothwall which is a firewall based on linux it's easy to setup and supports administration just through your browser youll need a hub for your computers to connect to etc , also smoothwall supports variouse USB modems now, check out
www.smoothwall.org