Try Googling for "Internet Connection Sharing"
http://www.google.co.uk/search?hl=en&...earch&meta=However this isn't always the best option since its not technically a "proper" router. For that, you will need to buy a separate piece of hardware.
Typically (in the most simplest 'home' type setup) you need this:
A router (with or without ADSL modem built in for broadband access).
A network connection on each client (if the client dont have any, just buy PCI netowrk cards- cost about 5 GBP each).
RJ45 cables to connect it all.
To expand on this if you have more clients you could buy a hub and give connectivity to more clients.
Next step up is "a proper network" lol
In a small office/company/enterprise you'll typically have one server acting as the gateway (a proxy), a domain controller, maybe DHCP/WINS etc (plus other servers that might do things like purely control authentication, act as BDCs -backup domain controllers- etc). Depends on the number clients, existing hardware/architecture.. its hard to exactly quantify.
.... however whatever the size you can generalise and say that all of the clients connect to the gateway/proxy/ADSL router/whatever you want to call it by setting up the "Lan connection" in the browser, and thus use the network connectivity.
S