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AnalogX Proxy to share the connection.
If you have an external Ethernet modem, you can put two NIC (Network Interface Cards) so that there is one NIC for your ADSL line and one NIC for your LAN, and install a proxy program such as AnalogX Proxy.
Or you can buy a router such as a NetGear 311 or LinkSys (this option will only work if you have an external Ethernet modem).
Also read About DSL for lots more information