Looking to give up a free, reliable, high performance solution that works on minimal hardware and pay a fortune for something that needs more hardware, is lower performance and did I say less reliable? (IMHO. And yes, I have real life experience with these ;-)
Okay, it's your call. If you want a Windows NAT and/or proxy solution, here is a decent listing. I don't prefer any one of these tools over another, especially since I haven't used them before.
Firesock (from the makers of Trumpet Winsock)
Does Proxy
http://www.trumpet.com.au
Iproute
DOS program designed to run on 286+ class computers
requires another box like Linux MASQ
http://www.mischler.com/iproute/
Microsoft Proxy
Requires Windows NT Server
Quite expensive
http://www.microsoft.com
NAT32
Windows 95/98/NT compatible
http://www.nat32.com
Roughly $25 for Win9x and $47 for Win9x and WinNT
SyGate
http://www.sygate.com
Wingate
Does proxy
Costs roughly $30 for 2-3 IPs
http://www.wingate.com
Winroute
Does NAT
http://www.winroute.cz/en/
Lastly, do a web search on "MS Proxy Server", "Wingate", "WinProxy", or goto www.winfiles.com. And definitely DON'T tell anyone that we sent you.