|My router don't have the capability to distribute internet connection to all computer that has been connected to it.|
I've never seen a SOHO router that couldn't distribute to multiple clients...........that being one of the major reasons for inventing a SOHO router to begin with. I suspect you may have only a single LAN port on your router (You should have posted the make/model of your router as that would definitely help us advise you). If this is the case, then buy a switch and plug it into the LAN port on your router and your clients in turn, into the switch.
NOTE: you will want to use a crossover cable to connect the switch to the SOHO router's LAN port.
ICS in XP will work, if you set it up correctly so you must be not setting it up quite right.