With IE 5.5 and updates to 98Se I believe there is a new protocol called internet sharing protocol, this allows you to share the internet with those in you house through a Peer to Peer network. Unless you have DSL or Cable, then you have to get either a cable router or a DSL router, call the company that houses you ISP and tell them how many computers are on your network. They'll instruct you on this.
If you do not have IE 5.5, you'll have to pick up a proxy server/client package, like WinProxy and set up the computers to use this.