Why not buy a REAL firewall (not a router)
and allow all inbound/outbound port 80 traffic to 1 machine, your internet machine...
all other traffic that is on the same network could potentially have internet access if you specifically allowed it.
(think upgrades) else they would be denied by a default ruleset.
I think i get at what you are saying though.

how about setting ip up fisicly ? We all talk about set it with software help.?
what do i have to set it up ?. To other PC's i have to do what? change is gateway to server ip ?
I would like a full help, i mean since the begining . I'm a little lame about this kind of stuff.

If the OS on your gateway is windows try using UserGate. It has all necessary features and can also serve as a firewall. On client PCs in browser settings show the ip and port of the proxy server.
For Linux OS use Squid proxy server. It has many configurable options and
can also do web-caching.
I would recommend Linux because system requirements for the gateway would be lower.

the best way to do what you need is to setup a proxy server.. i recommend a linux one..
the proxy server will be the one exposed to the internet.. meaning that the proxy have direct connection to the net.. it can be guarded by a hardware firewall with a software firewall or software rules for linux..

the clients will access internet using the Local IP of the server. if the proxy server's local IP is 168.0.0.1 then all clients must have a setting of proxy set to 168.0.0.1

you can choose what services you can have open and what ports.. i dont recommend windows firewalls/proxy. windows is so lame that even on firewalls.. it will try to sneak some connections out.. with windows OS you will surely need a firewall hardware.

please take note that in order for this to work.. you need two LAN cards..

for internet purpose the best option will be to make it a linux server.u can use redhat linux.all u have to do for limited internet access to the internet is that u have to configure squid proxy server.u have to use 2 lan cards on the server.one will be connected to the internal n/w and one will be connected to the main internet connection via router.then u have toto the setting for the internet browsers that they can access the the net through proxt.u can sniff the traffic with the packet sniffer like ethereal.u can esealy configure ur linux server with the graphical tool like webmin.and for storing data u have to configure the samba server to share data between windows and linux platform.its really very easy not so difficult. if it helps u then plz let me know