You keep going on about dial-up, but that's really a non-issue -- it'll be the same whether the NT box is connected via dial-up, DSL, cable, anything.

The important thing is that the NT box is connected to the internet, and is also connected to the N800 -- it seems you have this. Then you need to set the NT system to serve as a router (and probably a NAT) to get traffic between the N800 and the internet. Windows Internet Connection Sharing should do that, and should handle it the same whether you're connecting via ad-hoc WLAN or ethernet.

I would point out that ad-hoc takes substantially more power to maintain a connection than infrastructure, so if you go with WiFi, it's probably worth 20 bucks (estimated) to pick up an 802.11b AP.