I personally use
ipcop as a perminant firewall router, and beyond a few teathing troubles I had getting it settup (I'd fouled up on the ppp config - fixed after 5 minutes of head scratching) it has ran perfectly ever since, I have used BeOS, Linux (Morphix), Zeta and windows 2000 through it without a single issue thus far.
As with the above poster, I would have to say if you are going to do this with windows expect no end of troubles in terms of getting things going in the way that you want time. Windows just does not make for an easy gateway setup.
Again its not what you probably wanted to hear, but its the best advice I can offer.
My router is a compaq deskpro (small form factor) EN 6350, Pentium 2, 64mb ram 6Gb hard disk.
IPcop is controled through a web interface and is not accessable from the outside, though initial install is done via terminal. (so you'll need your monitor and keyboard first time around)
