I have PC with Windows XP Pro installed, that is connected to a ADSL line through my Ethernet Card, and a laptop with Mandrake 9.2 connected with a crossed over cable.

What have I got to do, to share my Internet connection with my portable computer on Mandrake9.2?

tanks

You will probably only have one IP available from your provider so i think the easiest way is to put a router between the modem and the PC and laptop.
The router will get the IP address from your provider (if they use dinamic IP's)
the pc and laptop connect to the rooter witch gives the both of them an IP address

without router.

First you need enable IP Forwarding on PC Gateway:

#echo "1" > proc/sys/net/ipv4/ip_forward
#iptables -t nat -A POSTROUTING -o $internet_iface -j MASQUERADE

- $internet_iface = iface you use to connect to Internet

Now! Set ip for gateway PC (IP on your LAN)

Example: IP: 192.168.0.1 an netmask 255.255.255.0

#ifconfig eth0 192.168.0.1 netmask 255.255.255.0

Restart Inteface Network to enable all change:

#/etc/init.d/network restart

Good! From client you wan connect out to Internet by Gateway. You set default gateway to use PC gatway = 192.168.0.1

Good Luck