The ability to create a quick and dirty network between two (or more) computers or PDAs is an underutilized Wi-Fi capability that is really quite simple to set up. You can even connect Macs and PCs this way. Just open your Wi-Fi adapter setup utility (unless your card has a proprietary setup program, this means opening the Windows Wireless Connection Manager in the Windows XP System Tray or choosing 'Create Network' from the AirPort menu in Mac OS X). Then make sure the adapters in each computer are set to 'Ad-Hoc' mode, with the same SSID (which is case-sensitive), and same channel number. Don't bother with encryption if it's just a one-time connection.
You can also share an Internet connection with computers on your Ad-Hoc network. In Windows XP, go to the Network Connections control panel, click on the connection you want to share, then choose 'Change settings of the connection.' Click on the Advanced tab, and then turn on Internet Connection Sharing. In Mac OS X, open the Sharing control panel in OS X and click the Internet tab, then turn on sharing. Note that you do this ONLY on the computer that is physically connected to the Internet, not on the computers that will share the connection. This is also a great way to share a hotel room Ethernet connection.