ICS between xp and vista with ethernet crossover cable

I am having huge problems with ICS. I did read somewhere that it was possible with ethernet crossover cables, no router, and this seems the cheapest solution until i can figure out how to wirelessly connect (wirelessly is turning into a problem because we live in a remote area and I use an aircard Franklin CDU 550 for internet access which apparantly has no compatible router).

i did use the wizard on the host computer (xp).

on the host computer when the wizard came to a section that said "you are almost done and gave choices 1. create a new setup disk, 2. use the network setup disk i already have, 3. use my windows xp cd, 4. Just finish the wizard, i dont need to run it on the other computers."

i was not sure what to do since the client computer is vista. However i did use the xp cd in the vista and followed the directions all the way to the part that says this computer will connect using a gateway. At this part when i pushed next, i got an error message.

Can anyone gently walk me through ICS between xp and vista (either can b the host although I would prefer xp)

Thank you