Dont Use ICS, and Dont Complain, Microsoft ICS and Firewall is pretty s*** to be honest.
Like you have been told, use a proxy on one machine and tell you other PC's to point to it. And trust me you will have them working in No Time.
Just because Microsoft includes somthing doesnt mean use it.
Recommended Proxy Programs are...
AnalogX Proxy - Simple 30 Sec Setup
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