Okay guys, found it myself. For future reference:

• Make sure you disable your firewall, etc before connecting N900. Eset kept blocking it even after disabling.
• After sharing your internet connection, the IP of the N900 adapter changes to 192.168.1.137. You should either use this IP in MADDE (I did't try) or simply right click the N900 adapter and change the IP back to the default 192.168.2.14 in the IPv4 configuration dialog (make sure you choose 'Advanced' in that dialog and remove the additional IP's, if any). In the latter case, after each restart you have to disable sharing then enable it again on your connection with Internet and change the IP.
• The wiki page needs editing especially sections regarding Windows; I may do it in future if I have free time.