in windows all youll have to do it highlioght both conenctions and click "bridge". It should then do it all for you. AGES ago (dial up period in time) I had to faff around with ICS in windows to get it to work, but since SP2 and broadband its a breeze. Got my xbox wired into my media center, which wirelessly connects to my housemates router. Got my main pc wired to the router, and sometimes have my primary laptop wireds through that if i need the bandwidth of ethernet instead of it using wireless.
At a mates I where they didnt have the net my lappy managed to....aquire a net connection....which i then just bridge with my conenction to the switch id given them so they could use the net. For that I had to get them to manually set ip's and my ip as the default gateway, isnt very hard though.