Note that normally you need a router, instead of a hub, to share a broadband internet connection.

Make sure that Zone Alarm is configured to allow network traffic in the local zone.   Make sure that the Windows XP firewall is not enabled.  Try the tutorials available at http://www.homenethelp.com

If you need further help, be sure to tell us which version of Windows is running on all computers. 

Steve

A router would be the best way to go, instead of a hub. I am almost positive you cannot share files and folder this way.Another way is connect one computer to another by way of a network card and set up machines using internet connection sharing, you will not need a hub or router but you will have to have two network cards in the Host computer. A router by the way has its own firewall capabilities. I use a Netgear router that I bought for 39 bucks, set was done in about 10 minutes, no hitches.