When you start getting into Internet Connection Sharing, and configuring that thru a firewall, you get into some real headaches. I think Autopilot is probably right, if I understand him correcty, by going thru a "hub", it may simplify things.
Don't use a hub. Its pretty much legacy now; all it is is a multiport repeater.
just buy a switch. They're very cheap nowadays and they are are used in any modern network. Switches split collision domains (and if each host connects directly to a switch, gets rid of collisions) and therefore make your network less error-prone and more efficient.
A good home network setup is as follows:
1. DSL modem connects to ISP's border router.
2. Router with built-in switch and wireless access point connects to dsl modem via cat5e straight-though cable.
3. Computers (or printers, xbox's etc) connect to the router either via cat5e ST cables or wirelessly with a wireless PC card.
