I just installed Coyote Linux for a friend this weekend.  Very cool.

http://www.coyotelinux.com, click on the Free version.  The only difference
is that the pay version comes with a GUI for win 98 that helps you create
the disk.  If you view the web board, there are instructions on installing
ssh on it so you don't have to telnet in to it.

When you start the installer, it asks you if you are using PPPoE, PPP
dialup, or ethernet for an internet connection.  He was using a dialup, so
it proceeded to ask me the internal addresses on the network, my ISP phone
number, user/pass, whether I wanted to run a dhcp server, the COM port of my
modem, etc.  In all, it took about 5 minutes to set up.  I also got it to
install the ip_masq_icq module which doesn't come with it, I put
instructions for that on the web board.

It includes ipmasqadm so you can forward outside ports to inside machines
(for running webservers, etc.).  

If you're looking for a quick and dirty masquerade box/firewall, coyote is
very cool.

Jay