You want a gateway. I would suggest getting OpenBSD 3.0 as versions prior to 2.9 had some instability issues that were hardware-related. Since you have cable, doing a ftp install would be the best thing for you.. And if you just want to do NAT, without firewall rules you would do:
- edit /etc/sysctl.conf (net.ip.forwarding=1)
- edit /etc/rc.conf (PF=YES)
- edit /etc/nat.conf
- do the sysctl command line (it's in the PET, can't remember on top of my head)
- pfctl -N /etc/nat.conf
- pfctl -e
And that's it. Not too hard, was it?