You have to do the same on this setup too. Here some other info as well.
If you are connecting directly between the NIC’s or LAN ports on the computers without a network hub, then yes, you need a crossover cable.
Its been a while since I set one up, but I’m fairly sure I used the XP network setup wizard (start > progs > accessories> communication).
You have need a second NIC for this.
Use the network setup wizard and it should do the work for you but when its finished there needs to be a network bridge (it should do this) in the my network connections folder on the pc connected to the Internet Cable, assuming you want them both on the internet.
Or you can do this through USB. You can also use a router if you want to.
Here’s some links to read on this useing USB links.