Well Tarquin, if you don't have a Router YOU can play still.
I work on a netcafe where we had a connection sharing network, like this:


Server host to---> all the computers

All the client computers were connected to a host computer, if you have 2 computers or more u can let one to be the server, the one that will be connected to Internet, and the other/s to be the client/s

If that's your case you must get Sygate Manager, then you install the server in the server computer, and the client in the other computers. And if you need help contact me, get my ICQ and MSN in my profile.