There are several $200-$300 hardware solutions for at home or small offices.
I have a D-Link box that has a four port ethernet switch, a wireless base, a print sharing port, a firewall, dhcp, address translation and dmz features. Setup was easy.
Cisco and about a hundred others make similar products for internet sharing. You could also put Norton Personal Firewall software on each pc, but that does create more drag than a firewall/internet sharing device.