Internet sharing via router question

We set up a home network using a router, and are using a cable modem, as well as Win98 (the original edition, not SE)and are having problems getting the second computer to access the internet. Every time you attempt it, you get a “socket not connected” error. The network is working fine, and I can ping the router from the second computer and the ping works fine back and forth from the router. But try to get online and you get nowhere!
I have a feeling its a setting or config problem but haven’t been able to find anything yet. Any help would be appreciated!