One option might be to use third-party software such as Wingate from Deerfield (NZ Company marketed through US
).
It can be a bit flaky but Version 4.5 is a lot better than when I started. I've used it for several years since NT4 days and have made Win98, WinME and Win2K machines act as Gateways.
Try this link.
Wingate
I'd be interested to know if there are any other software solutions as I'm about to go broadband (when BT pull their fingers out) and I don't know whether Wingate will cope.