Ok goto the desktop menu and look for network configuration
it should be in the system sub menu
if you click devices and then add an xdsl device
fill in your account details
once finished you can bring the connection up by selecting the device in the devices menu screen, click edit and then select activate device when computer starts
bring up a shell (terminal) and type
'service network restart'
this will disconnect and reconnect all network devices that would normally come up at boot time.
Your on the net, try ping yahoo.com in the shell screen
If all is well you'll get a bit list of sent packets
As for connection sharing, your best bet is Squid Proxy Server. this comes with Redhat, check the services menu, system>services and look for squid... make sure it has a tick next to it and then click save and then start.
This will give you a basic proxy server with little security. To edit the squid config, open up a text editor and point it to /etc/squid.conf
If you only have a small network then you should be able to allow access to your local subnet, deny access from any other addresses and have a list of ports you want accessible or blocked.
I can't really expand on the Squid config at the minute as I'm quite busy. Check out
http://squid.visolve.com/squid24s1/sq24.tar.gz this goes into alot of detail
Once your proxy server is running, go onto your Dads machine, open up internet explorer, goto tools>internet options>connections>lan settings and add the address of your linux machine as the proxy server address and the port (by default) is 3128
hope that helped you