Setting up the router can involve using a specific piece of equipment like a DSL router or a Linux box.
When setting up a Linux box there are a few options.
A standard Linux distribution like RedHat or SuSE.
A specific Linux or BSD distribution
Using Network Address Translation (NAT), you can have 1 external IP and many internal IP's
Or you can request multiple IP's from your ISP and utilize them with NAT as well.
Note: If you connect your DSL router to your internal network Hub/Switch, than you may need a crossover cable or use the crossover port (sometimes called an uplink port).