One method is:
1. Use your ethernet to connect to your Broadband (AT&T / Comcast)
2. Share your internet using your wifi.
So your wifi act as the "router".

Previously in Windows 2000, I was using Sygate
But starts from XP, Microsoft added internet sharing connection option
take a look at your network connection
- right click on your network connection
- go to advance
- you will see internet connection sharing


Once you setup, you should have 192.168.1.1 or something similar.


Its been a while I have done that :P, but the theory should be there