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I removed the MTU tweaks, and put them back on default (1492) for the PPPoE, and I'm not running ICS. I will eventually however, install linux, which I had a very good experience with in the past as far as NAT goes (far faster and better than any Windows box trying to share a connection, though I may have just been lucky with the drivers).
For now I am connected directly to my DSL adaptor, so my network is very simple at this point.
However, what kind of extra setup are you refer ring to?
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Okay, what you need to do is basically remove all the tweaks... don't set the MTU and leave it as default on 1500 which is what it is when it's unset. TCP Receive Window size should be on 32767 and use RASPPPoE. If you use any other PPPoE program, you have to set it to 1492 for the MTU otherwise you will notice you can't get to some sites because it chops off the other 8 bytes... It's pretty simple... As for Linux, it's called ip masquerading in Linux... FreeBSD calls it NAT and that's what I use...