OK, I think I got what you are trying to do...
Basically, the cable modem only has one out (at least all the ones I have ever seen...). If you plug that directly into your hosting machine, you are going to have to set that machine up to also act as a router, and route through it the packets that are meant for the machines that are behind it.
So you have:
Modem
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Game Host
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Router
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PC1 PC2
If that makes any sense...
I suspect that the problem you were having was likely due to a firewall setting in the router. See if you can turn it off and see what that does before you go trying to set up a software router.
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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