If you are talking about doing it at home, or in a small office, you could
look up Internet Connection Sharing. I haven't used it, but I believe it
does lightweight NAT, like masquerading with Linux, and it is built in to
Windows 2000.
If you are in need of something that is more industrial-strength, you could
look at Microsoft ISA Server. It's a proxy server that runs on windows
2000.