XP Client no internet thru SBS 4.5

Server is SBS 4.5 acting as a router one nic with public IP and other with private IP. Win98 workstations configured using the Client setup disk and they connect to the internet as long as you uncheck the proxy server box. Have added 2 Win 2k and one XP workstations. They log onto the server and can access server resouces but cannot get on the internet. Since there is not client setup for Win2k or XP and the Win98 don’t use proxy server I am stumped. I know it must have something to do with theWindows proxy client that the setup disk creates but not sure how to config in Xp or Win2k.