if you've got an old 486 / Pentium I in a dusty corner of your room, install ipcop on it
ipcop website, this is a distro specially build for acting as nat router / firewall etc. etc. easy install (took me 10 minutes from boot install till boot system) and connect it to your network... if you don't have an old pc, try set up a nat router with iptables or use a third party server program
hope this helps