Actually that setup will fail to work. The server setup will need to be done using a second NIC in the server computer, and the first NIC connected directly to the DSL modem.
You can't connect the DSL modem to a hub and also have the rest of the network connected to that hub, if you're using a server using software connection sharing. This is due to the IP addressing required (the network computers won't be able to use the same IP address block that the DSL provider is assigning to the server, so the network won't be able to see the server on that network card).
Use one machine, install two network cards. Get it up and running with the DSL line connected to one of the cards. Install Wingate or some other connection sharing program (don't use Windows ICS, nobody has gotten that to work WELL yet). Set it up as a proxy/firewall doing network address translation, using the second NIC as the connection to the network and the first NIC as the Internet connection. The second NIC will have a hard coded IP address of something like 192.168.1.1. Connect the other computers to the hub, connect the hub to the server's second network card. The server may be able to do DHCP to auto-assign addresses to the other computers, or you can hard-code addresses into them. The networked computers will use the server's IP address (192.168.1.1) as their gateway.
If you have a spare machine laying around (a 386 will even work) with at least 8 megs of memory in it, you can also make a Linux or FreeSCO router out of it. No hard drive is needed, no keyboard or mouse needed, no monitor needed. It boots off a floppy disk and runs entirely in memory. (The initial setup can be done by editing the files on the floppy, or possibly by telnetting to the server from a networked computer after it boots.)
For ease of use, a hardware router is also an option. However they do cost at least 100 US dollars. I personally prefer that option, as it's just a small box sitting in the corner near the cable or DSL modem, and doesn't require that a second machine be running to make a Linux router, or to have extra software running on a machine to make a server.