Turn your PC into a WiFi access point
If you don't have a WiFi router, but your PC is WiFi enabled, you can use Virtual WiFi Router to allow other WiFi devices to use your connection.
Virtual WiFi Router is pretty easy to set up itself, but before you start you need to make sure your you have Microsoft .NET Framework 3.5. correctly configured (the developer has made instructions).
Once your PC is ready, simply open Virtual WiFi Router, select your modem from the drop-down menu and then choose a WiFi network name and password. From now, other WiFi devices will be able to connect to yours if they have the password. This is great if you are using a 3G modem and want to share your connection.
Virtual WiFi Router could be improved if it automated the Windows setup process, but even so it's a neat little application that can come in really useful.