You could buy a cheap hub and turn an old 486 PC with 2 NICs into a NAT/DHCP firewall between the cable modem and the hub. I can't recommend www.smoothwall.org highly enough for the DHCP/NAT/firewall part of the equation, I think the GPL ISO CD image is something like 20MB. You get a proper firewalled LAN without trusting XP to provide a NAT firewall and so on with all it's inherant vulnerabilities.