Two software come to mind on top off my head.
AnalogX which being freeware : *www.analogx.com/contents/download/network/proxy.htm
& Wingate : *www.wingate.com/product-wingate.php
which is trialware I suppose.
The former is a simple proxy for sharing a internet connection.Should meet your requirements if you dont want extra features.While the latter comes with a number of additional userful functionalities:
# Provide secure and managed Internet access for your entire network via a single or multiple shared internet connections
# Enforce advanced and flexible access-control and acceptable use policies
# Monitor usage in real time, and maintain per-user and per-service audit logs.
# Stop viruses, spam and inappropriate content from entering your network
# Provide comprehensive internet and intranet email services.
# Protect your servers from internal or external threats.
# Improve network performance and responsiveness with web and DNS caching
# Ease administration burdens on your internal networks.
The above is taken from the wingate website.
