Here's a couple of options.
1. Software Proxy
You can just use a network card in each PC along with a hub. WinGate makes some very good and very easy to use software for this. The software is usually only about $30 US. The disadvantage is that the "host" computer needs to be on for everyone else to access the internet.
WINGATE
2. Hardware Router
This is more expensive but the main advantage is that there is no computer that acts as the proxy so you don't need to leave any computers on. This is also a quicker method. So if you do any gaming or heavy downloading this is the best option.
LinkSys
Basically a hub is a hub. They aren't intelligent. Meaning that they do no processing on their own. So a cheap $40 hub is sufficent.
Without going into details about routers, the basic LinkSys router will do the trick. Routers can be very complex and I have a limit on the amount of letters I can squeeze into this post. The one above will allow you to add more computers later on. It normally runs about $150 US. I have the wireless version and I'm very pleased with it. The setup is very user friendly.