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It sounds like you need Microsoft Proxy server... Since Microsoft switched over to ISA server, then that's what you need, it will do all the tricks you have asked for and more... As far deals for DSL modem goes, it depends on the nearest electronic shop to you.
cheers
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Have you Googled today!
AMD Athlon 3200+ 2Gig RAM, OS: XP Pro
VMWare 6.xx, Guest OS: DOS622, 98SE, Windows 2K, Windows XP Home, FreeBDS 6.2, MEPIS, CenOS44, Windows 2003 Server SBS, Windows 2003 Server Enterprise, Windows Vista Ultimate
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