You have to set up an actual network between the computers, not just the router. You can do this through Airport, and select "Create Network".
It is certainly possible if you Create a Network and turn on Windows File Sharing. But perhaps the easiest way I have found is to use a USB Keychain and format it on the Mac for Windows Compatibility. I use mine with a fair amount of frequency, and for my purposes, it is faster than setting up a network connection for a handful of files.I'm trying to get files from my roomate's PC. Were both connect to my wireless router so I figure it should be possible to do it through our network connection.
I have a G4 12" PB, he has a recent HP Laptop.
Any suggestions on how to do this appreciated.