If you talk german, this brief introduction might help:
http://www.linuxeinsteiger.info/anle...etz/netz11.php
It tells you how to setup linux as router.

(Perhaps guidedog and/ or firestarter do nearly the same thing behind the scene.)

I guess you need at least
Code:
route add default gw LINUX_IP
, translated to Win-syntax, called from the win-machine.

I used the tutorial in a slightly different way - two linux-machines, one network-card each, a switch, and the dsl-stuff, and it works perfectly.