I have two PCs and an Amiga sharing an ADSL connection (router).
This sounds like a very similar set up to yours and I have no problems with it.
I use Amiga Explorer and samba to connect the machines on the LAN. All machines have the IP address of the router set as the main gateway.
I am using Miami Deluxe on the Amiga.
So, this setup is indeed possible! I need more details though of your setup. What software/network settings/hardware do you have etc?