Are you using a gateway IP? It might work with out putting a gateway IP since there is only 2 computers. Trying enableing ip forwarding on your windows machine
(shows how to enable IP forwarding on Windows)
(shows how to enable it on Linux)
or enable it on linux
Then you can use this setup
gateway 192.168.0.2 (the gateway is your linux IP if you have ip forwarding enabled on Linux)
gateway (Leave Blank)
If you have ip forwarding on Linux then do as listed above if you have ip forwarding on your windows then leave your windows gateway blank and on the linux gateway IP put your windows IP there.