Some posters have recommended VNC. VNC is a good option if you want to control one machine from another. From reading your post, I think you are describing the need for sharing....
I do this quite a bit, and it is easy. In OS X and Windows, there is the ability to "share" an internet connection. All you need is an ethernet cable. In OS X, there is an option in the Sharing preference for "Internet Sharing". Basically, the computer creates an internal network on the shared interface. If the computer with the internet connection has a wireless connection, you will need to enable sharing on the ethernet interface and then connect the 2nd computer with an ethernet cable. Vice versa also works. The Mac (or PC) will create a private internal network on the shared interface, and act as a DHCP server. I have not done this in Windows in quite some time, but I remember that it is not difficult, and the options can be found in the network settings. You just need to remember that you can't share the connection out the same way that it comes in. Wireless can share to ethernet, and ethernet can share to wireless. They can not share to the same type of connection.
My father has an iMac G5 hooked to a cable modem. When I visit, I set his iMac to share the connection through the wireless card. The Mac then acts as a DHCP server and router. The only hassle to this setup is the OS X firewall. I had to open ports for the internal network before everything worked flawlessly. At home, I set OS X up to share its wireless connection through ethernet. This allows me to hook up computers with no wireless cards to the network through the Mac.
Good luck!
Steve