Playing Internet Games through a proxy on a client PC.

[WARP MAN]

I have a small network set up at home consisting of 3 pcs (Wired) and a laptop. (Wireless).

As my main PC is nearly always on and I didnt know any better when I first got broadband, I just got a simple USB ADSL modem.

I connect to the internet on my client pc through the Proxy program Proxy+.
This is superb and so far has had everyhting I need...bar one thing.

GAMES!

The only game I have ever been able to play online with on one of my client Pcs ins Counterstrike and this was because it has it's own proxy.

I want to be able to play mainly Battlefield Vietnam and Rise of Nations.

Is there any way of doing this? Would it be much easier with a router? Although there is plenty of info on Proxy+ but nothing really tells me what to do.

Any help is greatly appreciated.

Thanks. I've got a hankering for some Nam in the garden.