The best solution for your current situation would be a cheap 5 port mini-swith/hub, however, if you wish to keep your existing hardware setup, I would suggest installing a linux distro on the gateway machine along with a nifty little software firewall/router called Firestarter. I know thats not what you wanted to hear, but it really is the only solution I can think of as I personally wouldn't even bother trying to do that with Windows. Additionally, you could also install Samba and use the gateway machine as a secure file server on your home network. This
here will give you a little info on whats involved.