That's all you need.
Just out of curiosity, how are the 3 PCs connected? Router? Hub? Some elaborate daisy chain? The reason I ask is because often you see people sharing the internet through one computer where they could have simply used the router, then there would be no need for one pc to be on at all times. Also if it's an internet gateway router, it'll have it's own firewall built in, then there's no need for a software firewall.