Thanks pludi.
Your answer looked great ! But it doesn't work.
So far I found out that there might be no software to install.
Just activate ip_forwarding (as you said) and
set some iptables.
This second part seems to be the most important and I have no idea how it works.
However, I found a manual that looks pretty well documented
here.
If anyone has any advice, I'd be very happy.
Santiago