I just want to understand this right...
You have a PC (PC #1) with a dial-up connection and a network card.
You have a router / hub connecting the computers
You are getting ready to try to play SFC on PC #2, which does not have it's own, "dedicated" internet connection, it gets on when PC #1 is connected.
Here's the problem: ICS (Microsoft's Internet Connection Sharing) has a built in firewall that will protect PC #2, while letting PC #1 have unfettered access to the net. A couple of years ago, I did a search of their knowledge base, and came up with
How to map a port in ISC using an .inf File.
I was using Windows ME at the time, and could not, for the life of me, get this to work. I was unable to play SFC on PC #2...