Back on topic anyway:
I've just set up the same network as you are asking about Apex. It's pretty simple, although I had some problems with zone alarm interfering, so make sure you disable firewalls first (I had to competely uninstall zonealarm before it worked).
As soon as I plugged both PCs to the router the internet connection worked fine, you don't need to set anything up for that. Find out the IP of each computer and check you can ping between the two:
To find ip
Start menu / Run / Command --> type IPCONFIG and it will tell you the IP
Then go to the other computer and
ping the first one:
Start menu / Run / command --> type PING "IP".
You should be able to send and receive pings both ways. You need to make sure both PCs have 'file and printer sharing' installed (Control Panel / Network)and that sharing is enabled in all the appropriate places.
Next, run the XP Network Config Wizard (just go to help and search for this) on the main PC, then on the second PC rebooting when asked. Make sure the name of the workgroup is the same for both PCs and that 'guest account' is enabled (again, just search for 'guest account' in help if you don't know how to do this).
That should be it really, network wizard does most of the stuff for you. If you run through all that and still have problems post the exact details of the problem here and I'll see if I can help further