If you have Windows 98 Second Edition, there is a thing called a Internet Connection Sharing Wizard, which lets you do what you want. If you don't have 98 SE, You can download a program that'll do it for you. We use Spoonproxy, which can be downloaded from http://www.pi-soft.com/spoonproxy.html
It's quite good, but if you really want to do your own, you'll have to use Winsock etc and lots of other confusing stuff.

Regards,

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- Chris
[email protected]
If it ain't broke - don't fix it