The network setup wizard that comes with Windows XP offers no salvation? Try the manual setup guide quoted below, but before doing so can you please describe your network setup? Switches, modems, what connects to which, and so forth.
How do I get internet connection sharing working over a network?
1. Here's an easy way. Go to the computer which will be connecting to the internet.
Win9x: Go to add/remove programs in control panel, windows setup, and install internet connection sharing from the network section.
WinXP: Go to control panel, network connections, right click the internet connection, and click properties. Go to advanced, and enable internet connection sharing.
2. Make sure the network is setup with TCP/IP. Still on the host PC.
Win9x: Go to control panel, network, properties of the network's TCP/IP (should have the name of your network card next to it)
WinXP: Go to control panel, network connections, properties of the LAN connection.
Make sure the IP number is set to 192.168.0.1, and the subnet mask is 255.255.255.0
3. Go to the same TCP/IP section as above with the other computers on the network. Set the IP addresses to something different each time (192.168.0.[something else]), but the subnet mask is always 255.255.255.0
Then, staying in the TCP/IP properties, set the default gateway and DNS server to the IP of the HOST computer (make sure you click add in Win9x to add the IP to the list). Do not do this step with the HOST computer.
4. Connect to the net. Make sure Internet Explorer is set to automatically detect settings (Go to tools, internet options, connections, LAN settings).
5. Leach away! Same sort of thing with ADSL (provided it's not plugged directly into a hub), and make sure you set these options in the LAN network card settings, not the card the ADSL modem plugs into!