IPNetRouter has no installer, to speak of. From the practical viewpoint of how they work when they're installed, there's not really much difference. If you're one of those people who get a warm and fuzzy feeling of security from shrinkwrap and manuals, go with one of the Vicomsoft products. For a large number of users, IPNetRouter is considerably cheaper. The NAT solutions above are software solutions, but many people swear by hardware instead.
Several companies make routers designed to give a small network a NAT onto the Internet.
Since this market is exploding right along with the expansion of broadband access, it's really hard to keep up. For a Mac user, one of the most important things to check out is whether the configuration software is Windows-only. It has a built-in 56K modem for PPP access and Ethernet for connecting to the local network as well as a broadband Internet connection. NAT is built in. Since it uses industry standard 802.11 wireless networking, it also plays well with Windows.