If the gateway PC has XP .. here is my not so expert overview of how I have mine set up..
Go to the Gateway XP machine,
Control Panel
Network Connections
Open that and right click your Broadband Connection, choose Properties
Click the Advanced Tab
Click on Windows Firewall .. the Settings button
Enable the firewall here
Click the Advanced tab
Click on Network Connection Settings
Highlight the ICS PC then click Settings
Add two rules here
Application: WinMX
PC Name or IP: Ip of machine to forward for, 192.168.0.2 etc..
Port: 16699
Port: 16699
TCP
then add a second exception for UDP
Application: WinMX2
PC Name or IP: 192.168.0.2 ..
Port: 16257
Port: 16257
UDP
Now once that is finished, click the apply and OK until you have exited out of those boxes..
Your ICS PC should be able to use the ports you set up now (you can use any ports, be sure they are not in use by another program, they match what you have on the WinMX for that PC, and they are not the same ports being used for WinMX on other PCs... for any subsequent PCs do the same using different port numbers
Please note that in my case I have all other firewalls off on the ICS PC (they are also XP) but as yours are Win2K should be ok.