Most ADSL modems come with basic router functions, including NAT. Therefore you should be able to configure the PPPoE connection on the ADSL modem itself – its built-in router will use NAT to allow multiple computers to share the same connection. (Look for some settings like "bridge mode" vs "router mode" (currently it's bridged), or just "PPPoE".)
If your modem cannot do that, buy a router which can & connect it to the modem – again, many home "wireless routers" support PPPoE for their WAN connection. (Double-NAT will not be an issue here.)
(Windows itself also has "Internet connection sharing", but it needs a PC that's always on, with a wired Ethernet connection, and ideally with two Ethernet connections – one to the modem, one to other computers.)