I asked a similar question a while back, my problem with getting a 3rd party router, was my wired connection was a USB cable. so i couldnt just plug an ethernet cable into a new router. but i have heard of a way, its called "Ad-Hoc networking" i'm sorry, but i dont have the page saved that explained how to do it, but all you need is a wireless adaptor on both comps, however, it may have to be a certain type..
i'm real sorry i cant give much more details. but there is an option in the properties of the wireless connection or something, that lets you tick a box saying "allow other computers to connect to the internet through this computer"
its something to do with that i think.. try a search for it..
hope that helps.