You need a router or maybe ICS. Here's an article about this.
Also, if you can't get that to work, consider a router.
I am trying to connect my 360 to the internet through my Dell Inspiron 6000 by bridging the local area connection and my computers wireless. It was working fine for a while but now when I try to do it my computer won't connect to the internet. It will say that the wireless is connected but when I try to connect to Xbox live or the internet there is no connection. My wireless is an Intel PRO/Wireless 2200BG. The wireless works fine when it isn't bridged, but once it's bridged it refuses to connect to the internet, even if I disable the bridge and the local area connection. Any help would be appreciated.