Oh okay, then hook the modem to the router, the router to your computers,
BUT disallow Internet access to those other computers and printer [if
necessary]
Use the router's software to setup addressing, one with access to the
Internet, the rest without..
{Oh. is it a NAT? What make and model?}

Here's some help
http://www.hardwaresecrets.com/article/246 - How to build a small network
with a broadband router
http://www.hardwaresecrets.com/article/246/6 - Router
Configuration -Advanced setup

Additional protection can be applied by the software firewall [you still
should run one on the Internet access computer regardless of the
router/NAT], by disallowing the other networked computers any Internet
access [local network addressing ONLY]. Generally the firewall should be
installed AFTER the network has been configured, and MOST will *discover*
the two [Internet allowed and non] networks and set up or allow that in
their configurations.
ALSO NOTE: The Internet accessing computer MUST be running Anti-Virus and
other protection or it WILL contaminate the second network.

If/when you want to finalize the networks, modify the HOSTS file
accordingly.

Here's a web page with a lot of networking links and some basic help if the
above doesn't *click*.
http://peoplescounsel.orgfree.com/ref/gen/security/NETWORKING.htm