If you share your connection that way don't forget that you'll have to have the main Pc on for the one that is sharing to acess the internet.
It is possible to buy a wireless router, which is effectively a adsl modem and a wireless ethernet hub.
You could take it one stage further by buying a printer sharer. Again, you can share via xp etc, but need the main pc on to do this. A printer sharer is another box on your desk which does the job.
I'm not wireless, but I have a hub and a seperate hub. The ability to go down to the front room with the laptop and plug in is great.
All of this info is on this forum in the last year, if you go back far enough.
Good luck