And you kinda also need the modem to connect to the internet, so you need this either way. The easiest thing to do is just buy a router which will connect the modem to the net without a computer, then distribute it to your other machines by a buit in switch/hub or by beging connected to your current switch.
You can also have one main computer act as a server, and find some internet sharing software. Depending on your modem, you may have to install two networking cards(one for the modem, one for the network) and you'll also have to configure everything for your network. All routers should set up your network automatically (or I havn't seen any that don't)
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