In that case the best thing to do would be to get your self an internet gateway type router.
This ADSL one is excellent:
http://uk.insight.com/apps/productpr..._id=LNKNA03PA9
Has everything you'll need to connect to the net on numerous machines.
# ADSL modem for connection
# Excellent firewall
# 4 port router of computers
# wireless as well
# loads of extra security stuff.
There are various types around, but these are the features that you are looking for on any brand of gateway.
Setup is simple as well, comes with excellent instructions.
Hope this helps