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The following multi-step guide will walk you through a number of different useful things you can do with wireless networks. These aren't too rough and have come in handy on multiple occasions for me. Keep checking back for updates as this is just part one of a multi-part series.
To kick things off, I'm going to start with an extremely simple, and most importantly useful, guide. This part will instruct you on how to setup your laptop as a wireless access point. The guide is intended for Windows machines running Vista, however, it's almost exactly the same in Windows 7. It's a bit different in XP, but I'd rather not get into that since most people are running newer operating systems, but even then the methods are exactly the same in XP.
All you need is two or more wireless laptops, one of which has a wired connection with internet access.
Setup is quick an easy. In Vista, go to Control Panel -> Network and Internet -> Network and Sharing Center -> Manage Network Connections.




Once you get there, double click your WIRED connection. This is where a lot of people screw up, since they try and share the wireless connection's internet, but it doesn't have internet, which is why we select the wired connection which does. Once the window pops up (Vista will make sure you're sure you want to do this), click the sharing tab and check the box that says, "Allow other network users to connect through this computer's internet connection" and say "Ok".

Now we need to setup the wireless connection itself. Go back to, "Network and Sharing Center" and select, "Manage Wireless Networks". Once that opens select, "Add". This will open an additional window. Once this new window opens select, "Create an ad hoc network".



Now you'll need to configure the new connection. Enter a name, and if you want, some security settings. Remember what you put in as you'll need it later when setting up the clients. Check the save box and click, "Next". The next page should say that the network is ready, although there is a little more preparation we probably need to do.
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Now that the wired connection is setup to share the internet connection and the wifi is ready to accept connections, we need to setup the IP for the wireless connection. On occasion, this works without setting a static IP, but in most cases it should be done. Go back to the connections page and double click the wireless connection and this time click, "Internet Protocol Version 4" and then click "Properties".

Once the new window opens, select, "Use the following IP address". In the fields you need to enter an appropriate IP and Subnet. All other fields will be left blank. Once you get everything entered in click "Ok" and then "Close" on the next few windows behind it. These are the settings I used, and they worked for me.

Be advised that when setting the IP it CAN NOT be in the same range as the wired connections. If it is it will cause some confusion on the network and not work. I chose these settings since they were in a different IP range and subnet than my wired connection.
That's it for setting up the host. It should be listening for connections right now. This also a good idea to ensure that it still has a connection to the internet since this might end up causing confusion down the road.
So this is the end of part one. Check out part two for setting up the clients.