You probably have a modem that connects to the net but that can only connect to one devie (be it a PC or a router) at the time.
What you'll need it any kind of router to kind of split that one entry into 4. You should be able to find one for around 40 €'ish, wireless included if you want that.
Just go to your local computer store, explain them that you have the Internet with xxx and that you want to connect more than one computer and the manual says u need a router. If the guy knows anything about computers, he'll be able to help you out
. Don't go to a big store though, those are just salespeople, really.