If you go into the Prefences (Edit-->Prefences on the older version at least) there should be an option in there about sharing the same connection that your Mac uses. Otherwise you can set it to have a different IP even. If you are on dialup you are going to have to make sure the PC is able to use the modem (in the Prefs again) and then you will have to set up the internet connection by going through the Internet Connection Wizard with the appropriate information from your ISP.
