Nope... it doesn't work for me. You said that you didn't need to set a gateway. In my case, I have to set everything manually on the Intel PRO/1000 adapter and I do have to set the gateway to the hosts' IP address on the computer-to-computer network or else the adapter will show up as an unidentified network. Having it obtain the IP automatically also ends up with an unidentified network.
So if I set everything manually, the host and the guest seem to be able to connect through the computer-to-computer network, however the Internet connection isn't shared with that connection or if it is, it doesn't work for some reason.
I tried bridging the connections instead and I get this message :
and on the host, it shows as though there is an active Internet connection (for example, the Skype icon isn't blank and my IRC client tries to connect), but nothing is going through.
The firewall on Windows is down, in case you were wondering.