You create an Ad Hoc network with your computer - essentially making it a wireless router.
XP:
http://www.microsoft.com/windowsxp/using/networking/expert/bowman_02april08.mspx
Vista:
http://windows.microsoft.com/en-US/windows-vista/Set-up-a-computer-to-computer-ad-hoc-network
Windows 7:
http://www.kombitz.com/2009/02/09/windows-7-how-to-create-an-ad-hoc-network/
XP:
http://www.microsoft.com/windowsxp/using/networking/expert/bowman_02april08.mspx
Vista:
http://windows.microsoft.com/en-US/windows-vista/Set-up-a-computer-to-computer-ad-hoc-network
Windows 7:
http://www.kombitz.com/2009/02/09/windows-7-how-to-create-an-ad-hoc-network/