Snow-
In the machine that has the DSL/cable modem attached to it you need to have two NICs installed in it (call this machine 1).One is to communicate to the modem(outisde world) the other servers the function of communicating to the other computers (call this machine 2) in your LAN (inside your house).
You need not use a hub to connect the 2 internal computers, you can achieve this with a crossover cable and connect NIC to NIC. Or a hub will perform the same duties using cable that is wired straight through (pin to pin is what I mean).
Make sure all the NIC's are properly installed and the OS sees them with no conflicts.
After that install Sygate on machine 1 and configure it as a server. Sygate is almost automatic about this setup. You will more than likely have to reboot after this. Reboot machine 1 and start the sygate manager. Next install sygate on machine 2 and configure it as a client machine. Again rebooting is necessary.
This sould be all there is to it. I have heard of some people when putting 2 NICs in the host PC have IRQ conflicts when they use the same model NIC. I have never encountered this, but it is something to watch for, other than that there is not much to the install.
A good site to educate yourself and maybe answer some other questions is
Homepclan.com They have a forum and it is soley dedicated to this type of problem. I dont think that different Operating Systems or different versions of IE should make a difference. You are doing this over TCP/IP, it has little to do with the browser you use.
Make sure that if you do share drives in this situation that you share the drives across the NneBEUI protocol and not the TCP/IP protocol. If you are using a static IP it might be wise to use some sort of software firewall program as well.
Good Luck.