So, to do things properly, you have to set the router to IP address 192.168.2.x, so the wireless adapter on the Windows PC connects on an appropriate subnet.
Then, on the wireless internet connection, right click properties and enable ICS.
It is probably necessary to set the IP address of the wired adapter to 192.168.0.1, and on my Fedora installation, the Linux box sets itself up on 192.168.0.254.
From the Linux box, you should be able to ping the Windows box on 192.168.2.x, and a good check is to ping a website, the IP address of which can be obtained by pinging from the Windows PC (e.g. ping www.google.co.uk).
If that works, then you just need to set up the DNS addresses on the Linux box. These can be obtained from your ISP, or from the settings in the wireless router. And they are added to /etc/resolv.conf in the format "nameserver xxx.xxx.xxx.xxx", by adding DNS1=xxx.xxx.xxx.xxx to file /etc/sysconfig/network-scripts/ifcfg-eth0:1 (or whatever file as appropriate).
I'll probably struggle to do this a third time, so have to avoid rebuilding my machines...
