Dave,
   I wasn't even aware NetBSD could do this sort of thing. On the linux
side, you have to install and set up ipfwadm (IP firewall administration, I
think). This lets you route stuff over the modem's single IP, and act
similar to a firewall. But again, I've never done this on a NetBSD machine.
Maybe someone can point you to the NetBSD equivelant.

--Doug Clements