Set up a networking connection for each one using the network connection wizard yet?
From windows XP, same as for W7 too. Notice the bolded question and it's information below it.
Selecting your Internet connection method When you run the Network Setup Wizard, you are given the following five choices for connecting your home or small office network to the Internet:
This computer connects directly to the Internet. The other computers on my network connect to the Internet through this computer.
This network configuration uses Internet Connection Sharing (ICS) to share this computer's Internet connection with the rest of the computers on your network. As this illustration shows, this computer, called the ICS host computer, is connected to the Internet. Communications to and from the Internet to and from all the computers on your network are sent through this computer. For more information about using ICS with different network configurations, see To connect your computers together.
This computer connects to the Internet through a residential gateway or through another computer on my network.
This computer is part of a home or small office network that connects to the Internet through a residential gateway or through another computer on the network. A residential gateway is a hardware device through which the computers on the network connect to the Internet. Typically, a DSL or cable modem is connected to the residential gateway, which is connected to an Ethernet hub, as this illustration shows. Internet communication travels through the residential gateway to all of the computers on the network.
If you have an ICS host computer (another computer on your network that shares its Internet connection), this computer can send and receive e-mail and access the Web as if it were connected directly to the Internet. This illustration shows this computer connected to the Internet through an ICS host computer.
This computer connects to the Internet directly or through a network hub. Other computers on my network also connect to the Internet directly or through a hub.
We do not recommend this network configuration. It exposes all computers on the network directly to the Internet, creating potential security problems. Instead of this, use a secure host device, such as a residential gateway or a computer running Windows XP with ICS enabled.
This computer connects directly to the Internet. I do not have a network yet.
Select this option if you only have one computer and it has an Internet connection as shown in this illustration.
This computer belongs to a network that does not have an Internet connection.
Select this option if you have two or more computers networked together, but do not have an Internet connection as shown in this illustration of an Ethernet network. You can also have a home or small office network with the same configuration using a home phoneline network adapter (HPNA) or wireless adapters. If you have different network adapter types, such as Ethernet, HPNA, or wireless devices, installed in your computer, the Network Setup Wizard can create a network bridge so that all of the computers in your network can communicate.
In Microsoft Windows XP Service Pack 2 (SP2), Windows Firewall is enabled by default for all network and Internet connections. Windows Firewall helps protect your computers from intrusions from the Internet. You can also download and install a firewall of your own choosing. To enable file and printer sharing, open Windows Firewall in Control Panel, click the Exceptions tab, and then select File and Printer Sharing.
To open Windows Firewall, click Start, point to Settings, click Control Panel, and then double-click Windows Firewall.