I have a LAN setup in my house and I've been through the SyGates and other software firewalls. I wasn't very satisfied. Here's what I would do in your case....
I am very happy with the LinkSys Cable Modem router that I have. (It works with any Internet access, modem, DSL, Cable, etc.) Since you already have a 4-port hub, I'd get the LinkSys 1-port version. The external DSL modem would connect into the WAN port in the LinkSys box. Another cable would connect from the LAN connection on the LinkSys box to any available port on your hub.
The LinkSys box is easy to configure. It has no switches or anything. You talk to it through your browser. The process is quite easy.
The LinkSys box provides DHCP (the service that provides all internal non-Internet routable IP addresses). All your LAN computers would look to the LinkSys box for IP addresses and you're in! All your computers are now on the Internet.
Red Baron servers run just fine with this setup. It isn't necessary to run your server on a separate computer. You can run the server right on your Dell, minimize it, and also fly from that same computer. You have more than enough computing power for that.
Hope that helps.
Bob