Basically you would buy yourself a router. It acts as a gateway and allows internet connection for all the computers connected to it. This is how you would connect your stuff....
Modem ---> Router ---> Other computers
By the way if you don't want to mess around with a bunch of wires you can get a wireless router. Once you got the router just buy yourself wireless network cards to put in all your PC's that you want on the network and the internet.
the most common one is the Linksys WRT54G ...i have one and it's fine. i haevnt had any problems. doesnt slow my connection down at all or anything of that matter...i highly suggest this device...$50 which is cheap.
First off i wouldnt go wireless if your gaming. But as explained before, You take your modem (cable/DSL/Fiberoptics?) and what not... you go out and buy a router. You plug the router into the modem. and from the router you plug in your computer with an ethernet cable. Theres instructions in the manual on how to set up that.. currently i have a D-link gamefuel router w/ a bunch of extra stuff you dont really need.