buy or build a "router" with "NAT" (Network Address Translation) ability, that knows how to work with an external modem (as well as the more "normal" broadband/ethernet connection). If your LAN is "small enough" (5 machines max using the internet), and you have an old PC you don't mind "donating to the cause" (even a 386 with only 32meg of RAM will do), you can build a fairly decent router/firewall combo
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