dvnt1 is right in that ics must have 2 interfaces wether they are network cards on a lan or a dial up modem/adsl/cable internet.
1 conection is for the network machines to connect to the machine that is connected to the internet
Try this - from the Windows machine which is connected to the internet, relaese the IP address which was assigned to you from your provider. The boot up with the Linux machine. It should be able to get an IP address then.