Ok I have a bit of an answer to my question :) 
http://antarctica.penguincomputing.com/~netfilter/unreliable-guides/NAT-HOWTO/index.html
Well I found a really super small thing in this how to
that got the connection sharing up but I just wonder
if everything will work.  I still dont see the modules
for things like quake, ftp, irc, etc.  Ok now same
boat basically.  I still can't access some things. 
For example like when trying to get an ftp site I get
an error (many different ftp sites not just one, I
can't get to even one from the windows box).  Here's
the script from the NAT how-to:

# Load the NAT module (this pulls in all the others).
modprobe iptable_nat

# In the NAT table (-t nat), Append a rule (-A) after
routing
# (POSTROUTING) for all packets going out ppp0 (-o
ppp0) which says to
# MASQUERADE the connection (-j MASQUERADE).
iptables -t nat -A POSTROUTING -o ppp0 -j MASQUERADE

# Turn on IP forwarding
echo 1 > /proc/sys/net/ipv4/ip_forward

All I did was copy it though so I'm not familiar with
iptables yet.  I'll keep reading and hopefully some
one can tell me where the modules are (or even one
hackish one that 'does it all').

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