share an Internet connection, you can use connection-sharing software in place of a hardware router. The software performs the same job as a router and enables multiple users to share a single Internet connection. The sophistication of connection-sharing software varies. Some solutions are very configurable, with many options. Others are simple with little opportunity for customization (or security).
Windows comes with basic Internet Connection Sharing (ICS) built in. ICS works, but isn't as efficient as many third-party software solutions. If you must use software to share your Internet connection, look into one of the many third-party solutions such as Sygate, Wingate, or Win Proxy. Sharing an Internet connection via software requires that the computer sharing the connection is always on. If it crashes or if you turn it off, all of the clients lose their connection to the Internet.