Yeah you can do this, I've done it with XP before, you just have to have two different connections to make it work (i.e. wired and wireless), or two wireless cards. I don't have XP anymore but I do remember that basically you have to go into network connections and setup your wireless with a new ad-hoc "preferred network" which is actually the new network you want to create, then just setup your device to connect to that network. Search around there are some good tutorials for how to do it.