less work than setting up your own linux router and buying a hub is to go to a compusa or best buy and pick up a 40 dollar router that does DHCP and NAT ( you can pick up a firewall enabled one as well but not necessary) they are easy to set up and usually have at least 4 ports on the back so you can hook up 4 computers to the same IP address. The best thing about this is that each computer has an internal IP address but is unreachable from the outside. You can still forward some ports to different computers (80 for a personal web server perhaps) but all others do not respond to connection requests. The only way to be safe is to close off everything you don't need to have open.
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