On Windows XP bridging connections is as easy as going to the Control Panel / Network Connections, right clicking a connection, and clicking "bridge connections".
I have my Zaurus connected via TCP/IP at work to a second adapter disconnected from the main network. I believe all I did was turn Internet sharing on to the main connection, I didn't bridge. The Zaurus IP was kept static but I obtained the DNS server automatically, I *think* that's all I did to get it to work. However, while you can get to the Internet and ping your local network, you won't be able to ping anything on the main network (which would include your router from what I know) with this config. I don't know if that's okay enough for you....