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Microsoft have created several articles to share a single Internet Connection between several computers.

• Description of Internet Connection Sharing (Q234815)
• How to Configure a Permanent IP Address for Network Devices (Q230150)
• How to Troubleshoot Internet Connection Sharing Problems (Q238135)
• Internet Connection Sharing Requires Two Network Adapters on the Host Computer (Q265728)
• How to Configure ICS for Use with DSL Connections That Use PPPoE Adapters (Q273587)

Note if using ICS to share a broadband(high speed) connection(Cable or DSL) with other computers, then you might not get the performance you expected. This might be solved by deleting this registry key:

[HKEY_LOCAL_MACHINE \System \CurrentControlSet \Services \ICSharing \Settings \General]
InternetMTU = ?

More info MS KB Q230116

Note to setup a FTP- / Web- / Game-server while using Internet Connection Sharing, then one must create TCP/IP port forwards to the computer running the service. The utility ICS Configuration makes it easy to map ports to the right computer.