I agree with mduell. Routers are inexpensive, easy to use, and overcome a number of otherwise very difficult issues, sharing a connection being one of them. On top of that, typical home/small office routers (all of them I've ever heard of) implement Network Address Translation which helps protect your networked computers from outside intruders. It's not a "real hardware firewall," but along with your OS X firewall, it's pretty darn good!