If you're running Windows Vista or Windows 7, the answer is what was posted by the other user. The newer version of Windows are smarter, but prior to "bridging" the connections, make sure the host (the one using the wireless) is already able to access the Internet. Otherwise Windows can get confused and configure it improperly.
If you're running Windows XP, the process is a bit less convenient. Once you've gone into the properties of the host (the Internet connected PC using wireless), and verified that ICS (Internet Connection Sharing) is enabled, you'll have to configure the 2nd PC (the one connecting via cross-over, we'll call this the "client") to use the "host" as the default gateway.
So let's the the "host" picked up the IP address 192.168.1.101, that means on the "client" your "Default Gateway" needs to be 192.168.1.101. You WILL have to set this statically, because your "host" cannot dynamically assign an address the the client as it is not a server, switch or router...it's a PC. Also take not of the Subnet Mask of the "host", it will need to be the same on the "client". As for the IP address of the "client" you can set it to be on digit after the "host" which, in our example, would be 192.168.1.102.
This should get you working. But remember, it's possible for the host IP address to change when using wireless, because once you disconnect, it frees up the address for another system. So if things suddenly stop working, check your IP on the "host", it may have changed.