I don't know about Linksys router but I suppose it is one of thoose combo-things with switch/router/LAN-cable/xDsl-interface. There is no use going for the inbuilt wizard as it is supposed to setup a network where the XP machine works as gateway for the other boxes (ICS). (Then of course two network cards are needed.
I think you better head for a place like w**.practicallynetworked.com (there are other similar places to) for all sorts of tips and how-to's.
peace
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unicorn
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