I've managed to get wireless working perfectly at my dad's house- ADSL modem plugged into Belkin Wireless-G router, and filesharing/internet connection works fine, the only problem are thick walls.
Problems seem to arise when you have to resort to Window's crappy internet connection sharing. We have a USB modem at home (so it can't plug into our router) so it has to go through one computer; fiddling around with IP addresses and all those TCP/IP settings has got it to work fine, but I can't seem to get file sharing working across them. I haven't ever had any of these problems with it automatically disconnecting from the network, and it's safe security wise if you set up a chunky password and limit the MAC addresses that can connect.
So basically, my advice would be to get a modem that plugs into a router (I would heartily recommend this one), then cable that into one computer and wireless to all the others. You can get funky little USB aerials for about ?25 too, if you don't want to bother with PCI cards.





