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Get a router/gateway. You don't need any drivers at all, plus it doesn't hog the host PC (USB ones do)
I thought about getting a bog standard ADSL modem, my Netgear DG814 is a little more expensive- but it's got a 4 port ethernet hub (they're worth £25) Haven't looked back. Happily pay £200 for the same unit (cost me £120)
[edit] noticed you've only got 1 PC- I would still recommend a router- your mate could bring his PC round and play deathmath, maybe in the future you might get a cheap laptop. Plus still no drivers required. And some extra security- routers have built-in NAT/VPN, Modems are totally open and will need firewall s/w without a doubt.
I usually have one PC connected, but it's still easier with a router.
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