Tunneling software only works if both ends have it. GameSpy doesn't have any tunneling software on their end. The other idea of buying an extra ipaddress from your ISP and running the machines off a hub (not a router) should work and won't require any special setup. If you want the protection of a router, you'll have to use two routers or a software firewall on each machine. You also might be able to forgo the extra ipaddress and run one machine as a proxy server using software such as Wingate with the second machine connected to a second ethernet card (NIC) in the proxy server machine. With this setup, the second machine can only access the internet when the first machine is running. I've heard that this works, but never tried it.