The Sybergen stuff works great. you will need to have two NICS (network cards) in one of the machines, and one in the other. This is so that you can connect the DSL modem to machine 1, NIC 1 and connect machine 1, NIC2 to machine 2, NIC 1 (via crossover cable).
The sygate software will do what you want it to.
Good luck.