In a couple of words... dead easy :-) so long as your ISP isnt stupid and renews your ip with DHCP every 20 minutes youll have no problem what so ever... If you do need DHCP youve got quite a hastle on your hands if you wish to use Genesis (the TCP/IP stack that comes with OS3.9) or you could use miami(dx), it has DHCP but its commercial and you cant register.
Hope that was of some help.