Hey,
Two ways you can make a network between more that two computers:
1. A switch, but one of your computers must be a gateway, and usually you will have less trouble if all of the computers ran the same OS.
2. A router, where you can connect a modem to it, and share it equally.
I have taken the liberty to draw you a quick sketch of the different topographies.
On the left, notice it is required for PC 1 to be on at all times for the other computers to Gain Internet access or print sharing capabiliites.
On the right, the router takes care of all of that. An advantage of getting a router is that you will also get a hardware firewall, protecting your network from intruders and hackers a lot better.
-Moe