Use WProxy2.1 programm
I used it(WProxy 2.1) for case when the DSL gate had been connected directly to HUB of local office net(It is not recomended variant in Windows XP intranet configuration,but it is possible) and i need to note that all are working(All computers have access to internet via IE or MS Outlook.). Select one computer from your office net, then install there Internet connection via gate by reccomended IP and MASK from ISP, type DNS server also. After it install the WinProxy 2.1 programm. Now you can adjust every computer into your office net for accessing internet via proxy server. (Next minimal settings you need: Into LAN settings of connection properties you need type the ip address of proxy server(it is second ip address of computer where you installed WinProxy, because main address you need use for accessing to gate of ISP) and the port address (usually it is 80).
