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www.sybergen.com and you can try it out for 30 days and if you like it you can buy it. The great part of this proxy is that it is fairly simple to install and allows client computer to view napster, whereas many Proxy's don't allow the use of napster on the client computer.
A more general answer is that there are at least 3 ways to implement internet connection sharing (ICS) among several computers.
The first, and best in terms of flexibility, security and speed, is to use a router. Routers cost from $80 on up, typically in the $150 range at this time. In this setup the router talks to your provider as if it were a computer and it uses NAT (Network Address Translation) to send the proper signals to the right computer on the network (LAN). this is flexible because only the computer(s) desiring connection to the internet need to be on to use it. It is more secure because of the use of NAT, and most routers provide a kind of mini-firewall function; the IPs that the computers are actually on is hidden behind the router; and it is faster than software ICS.
The next hardware solution involves using a hub rather than a router. In this case each computer must have its own IP assigned by your provider and that normally means an extra monthly fee paid per IP. That fee typically runs from $3 to $7 per additional IP. Each computer acts as if it were the only one connected to the internet, so each needs its own firewall and anti-virus software. Speeds to all computers on the network will be about the same as if only one were connected. The biggest disadvantages here, compared to the router solution, are the continuing expense and lack of added security with the purchase of the hub. Hubs run from about $50 on up, with a good one running around $100.
Finally we are back to the software ICS solution. Current Windows platforms (Windows 98 SE, Windows ME and Windows 2000) all have built-in ICS, so the software cost can be zero. There are several other software solutions available for an extra cost. The big disadvantages of this choice are in the areas of convenience and speed. First, the computer acting as the host or server must always be on for any of the others to use the internet. Second, the speed will be reduced to some degree because the host/server computer must process the information to figure out where it should go and then send it on to the proper destination, and it must handle all in and out traffic for all of the computers. The security issue is still there and all systems should have their own firewall and anti-virus software installed.
Also read About DSL for lots more information