First of all, you can have multiple IP addreses for a single NIC.
On W2k Go to your Local area connection properties. You can reach it by right clicking My Network places and choosing appropriate connection. Or through the control panel as always.
Highlight TCP/IP and choose properties.
You will see an advanced button on the lower right. Click on it.
on the IP addresses i suggest you enter an internal IP with appropriate subnet (ie. 192.168.0.1 SM: 255.255.255.0) and a second IP for your router. I am presuming your IP's are static of course.
Finally enter your Router's IP as gateway. You may wish to enter your ISP's DNS servers on dns tab. (DNS: Domain Name Server )
Do the same on your other Comp and you are set. of course you should not give the same internal IP to your other Comp

If your IP's are dynamic, Then I suggest you define one of the machines as Gateway and let the other pick the connection through that one.
I hope it helps.
Let me know what happened....