It's pretty straightforward, actually - you can either do a quick and dirty peer-to-peer connection with a crossover cable or set up a more permanent network.
I use a Netgear DG834G wireless adsl modem/router with my iBook running Tiger and my Windows XP box.
On the Mac, all you need to do is enable Windows File Sharing in System Preferences. Presumably you've got an Airport card in your Mac so once the router is up and running, the Airport card will simply join the network (subject to any security measures you take with the router).
On the Windows PC select the drives you want to share on the network (I just have one folder specifically for the purpose of transferring files between the Mac and the PC, it's not a good idea to share the root of your C drive) and to access that Windows folder on the Mac, in Finder click Network and follow the prompts.
Here's a useful website: click here