How to use ICS Properly

I'm behind a wireless router and my computer itself is on a wireless connection, though I have a computer directly to the right of this system connected to my computer's ethernet port.

What I want to do is use some sort of Internet Connection Sharing to be able to network the other computer using my Windows XP Pro system as a router of sort for it, though I'm not sure exactly how to do it properly.

I've searched through google and tried various methods for getting this to work but to no avail.

Where can I find a tutorial that will help me learn to do this?

Obvious question: using a regular RJ45 cable or a direct connect cable?

RJ45, Sorry.

http://support.microsoft.com/kb/310563

It's pretty easy. You don't need any additional software. You may
need to have the windows disk, if it wasn't installed, but it
should be there by default.