NAT – Shared internet connection not working

Help

I have recently set up a Windows Server 2003 Small Business edition Server using NAT to share the internet connection. I used Microsoft’s http://support.microsoft.com/kb/816581 document plus looked at the settings on our old Windows 2000 Server and they seem to be the same but the 2003 server won’t allow me to connect any of of the client machines. The servre is connected to a router and ADSL line and it does connect if there are no settings entered in internet explorer ie direct connection. Previously we entered the old server as a proxy and used port 8080. Is there some configureation needed to get the new server to work

Thanks in advance

Brian