No kidding. I'd just buy a cheap router. It's definately the way to go and not nearly as much of a headache as setting up a PC.
I run three PC's and a Tivo Series 2 off of an old $30 SMC router and it's worked great for three years now on both DSL, at my old address, and now Cable. Even has a built in printer port so I can share my laser printer between all the PC's.