A simple Google search yields:
http://www.fivemouse.com/dclinux.html
http://www.m17n.org/linux-sh/dreamcast/
It was on Slashdot a long, long while back. This is, providing that you have any expierience with Linux.
***EDIT***
The webserver was NetBSD.
http://www.netbsd.org/Ports/dreamcast/
Of course, you'll need the Sega Dreamcast broadband adapter. It would've been cheap had you bought it with the dreamcast, but finding one now is hard. You can look, I'm not sure how cheap they will be though.