let it be known that if you are using an "internet sharing" utility like the one included in windows xp,
then that is a router (software)
if you are using internet from your LAN, then likely you are using a proxy or a router.
usually you know if you are using a proxy, because it is not transparent to the user. it usually requires more by-hand configuration.
if it works magically, then you may be using a router without knowing it, because it requires minimal (or none at all) manual configuration.