Good luck getting the settings for your router and proxy 
configured. Some routers will require you to put yourself 
outside their hardware firewalls to have the prog. or the 
proxy access the web. My ISP thinks that I shouldn't have a 
need for the DNS name server info, etc...for my cable modem 
setup. Luckily I have a friend that works there to give me 
this info or I would be out of luck. The cable ISP's don't 
want you to be able to set up routers so you won't have 
multiple computers running thru the modems. Doesn't make 
much sense seeing as how you can only use so much bandwidth 
combined thru them all on one modem anyway.(wonder if 
additional modems on same IP settings would increase 
available download/upload bandwidth?) ;) ...doubt it.