I agree with what Saab Dastard said: we can't help you much without that information.
Perhaps the following information might help:
1. I have connected a PC (with an ethernet card) through an ADSL router, and everything "just works." You don't have to set up the internet connection on the PC.
2. I have also connected a PC (without an ethernet card) at another house using a USB broadband modem. That PC also has a Guest account, which is capable of accessing the Internet. I remember that I didn't have to do anything specific to the Guest account. Instead, I had to choose "Set up this Internet Connection for All Users" when I first set it up in the Administrator account. This is from memory, so I can't give you details of where to find that option. Perhaps you've set up your connection for just the "current user."
Hope this helps.