Thanks for the replies guys.
Just a couple of things: I should have made it clearer that I'm only looking to share the connection between two computers, and what with being a 'hard-up student', I'd like to go for the cheapest option so I've got more beer money. Hence, wireless isn't the way!!
I checked out the smoothwall page and it looks a bit like overkill for what I'm after, and also space is at a premium in my pokey digs so I could do without another system in there.
So it looks like a router is the best choice. What's the difference between a router and a hub, and do I need to plug the ADSL adaptor straight into the router?
Cheers!
Dave.