the best way is get a router like mike says. the only way to get the switch to share your internet connection is by using (ICS) Internet Connection Sharing. one computer must remain turned on and serves the internet connection to all other machines.
the basic setup is plug modem to server through 1 network card. a second network card from server to switch's uplink or WAN port. and finally connect all other computers to the rest of the ports on the switch which will access internet from server. for more help on ICS please use windows help and support by clicking
start button> help and support and search for ICS.
also you can use software like sygate home network, basically ICS software on steroids. it is very simple to setup and use. it's main attraction is that you can aggregate (combine) multiple internet connections into 1 fat line. you could combine 56K, DSL, ISDN, frame relay, ect into 1 line, not really useful though.
moneywise and for the added protection and features, i would eschew ICS and buy a router instead, much wiser decision
Sygate® Home Network 3 User License (With 1-Year Upgrade Protection) $47.95
info:
http://smb.sygate.com/support/documents/shn/default.htm
buy:
http://smb.sygate.com/buy/download_buy.htm