Why it does that? Because every computer must have its own IP address. Local addresses (ones in your home network) are usually 192.168.1.X (where X can range form 1-255) and they all need to connect to the internet. How they accomplish that? They connect to the gateway which can be actual PC or ADSL modem configured to be in a router mode, which is connected to the internet. Because you have only one line, you can have only one internet connection and consequently you can get only one external IP address at a time. This is what gateway is for.
It connects to the internet and gets its external IP address and then it redirects all computers in a Local Area Connection to the outside world (internet). Because of this, they all appear to have the same IP address (when in fact this is actually IP address of a gateway.) Their real internal IP addresses are HIDDEN from outside world, only Gateway knows about them and can access them. Thats why you are completely safe when behind a router (which in this case serves also as a gateway). Malicious user cannot even see you, let alone access you (well unless you open some ports but thats unlikely for beginners to do)
In diagram above you can see how IP addresses get distributed, as well as you can see that gateway has two IP addresses. One which is used in Local Area Network so other PC-s in a LAN can access it, and external one, which is assigned to it by Internet Service Provider. External IP address changes every time gateway reconnects to the ISP (unless you are paying for the static IP address) and local IP addresses tipically stay the same.
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