For WinXP (SP2) Users, this can be done using a flash drive and the Network Setup Wizard. I have used loads of pictures, with a red circle on where you have to click, as its much quicker to understand.
1.) Go to Start > Control Panel and click on Network and Internet Connections
2.) Click on Wireless Network Setup Wizard
3.) On the Wireless network setup Wizard, click on NEXT,
4.) Select Add new computers or devices to the "name of your network", in this example, its called Charlotte's Web
5.) Select the recommended option of using a USB Flash Drive and Click on NEXT,
6.) Plug in your flash Drive and wait for the Drive letter to appear, then Click on NEXT
7.) Wait for your Flash Drive to stop Flashing, then remove it and plug it into the Laptop that you want to add to the Network. Any Laptops Running WinXP SP2 will be automatically set up.
8.) If you have Added your Additional Laptops or other devices correctly to your network, Network Setup Wizard will display them.
Hope this helps :)