What exactly are you trying to do?
If you want to run a server but you're only able to connect one computer to the internet then you can:
1. Run a listen server (Almost like a dedicated server, except you are console, so as soon as you leave your server, it shuts down)
2. Run a dedicated server and play off the same machine (always a bad idea, will cause a lot of lag and just isn't worth it)
3. Buy one.
So, to quote Realitive_Context,
Quote:
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(Get a router...........its much easier)
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...and a second computer if you don't already have one.