Depending on your computer knowledge, this might be a challenge for you or it will take 20 minutes. I've done it on XP years ago but I don't really remember much. Try doing what's on this site
http://www.annoyances.org/exec/show/ics_xpand searching google for "using xp as a router" and things like that. The website above should give you at least 90% of what you need though. If you want to delve into linux, there are 2 options. You can either do it from scratch following a guide such as
http://users.telenet.be/mydotcom/howto/lanconnect/router/linux.htmor you can download a copy of something like OpenWRT for x86 architecture.
http://downloads.openwrt.org/kamikaze/8.09.2-RC2/x86/