> To address your question, you could connect to the internet from the linux
> box, and use NATting to allow the Windows box to connect. Or, you could use
> a proxy server.

I have two machines too and my ISP offers pppoe. I am advised to get a router
which can do pppoe and I can be on DHCP behind the router. May be that could
be an option..

Yes, having a router can save you lot of trouble of setting up a proxy
/ firewall tweaking, etc.

But for a true enthusiast, I shall suggest, play around with the
firewall/proxy and if required a DHCP server to get both the machines
on the net.

cheers
Aditya

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