My hotel room only has a modem with Windows drivers, so I got it running under Parallels Desktop Windows XP. However, I wanted to check my email with Apple Mail, so I found this solution:
- Set Parallels Desktop' Network Options to "Host-only network"
- Start Windows and run the XP Network Setup Wizard
- Share Your direct Connection
- Open OS X's Network System Preferences panel, and refresh your automatic DHCP address from your local built-in Ethernet. If your Ethernet takes a long time to refresh, and ends up with a random adress like 126.96.36.199 or so, check the Windows network again, and enable the Netbios function for DHCP. It should then get an Adress like 192.168.0.2 or 10.0.0.2.