So, you are looking for something like this?
Code:
( Internet )
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
| |
Cable DSL
| |
---------------- ---------------
| Wireless | | Router/ |
|Router/Modem | | Modem |
----|----|------ -------|-------
| | |
------ | _______|_______
|Other| -|---------- | if0 |
|Hosts| | Windows | | OpenBSD Box |
------- | Box ---Xover Cable----- if1 |
------------ ---------------
If so, there should be no issues. You should set the IP details (addresses, subnet mask) manually on both the Windows box's second interface and OpenBSD's if1, to, say, 192.168.78.1/32 on on end and 192.168.78.2/32 on the other, but you should have no problems. Make sure that you put both hosts domain names and ips in both machine's host files (/Windows/System32/drivers/etc/hosts in Vista and reportedly WinXP/2k/NT)
Edit: to do this sort of ascii-art, author your art in a text editor (vi, emacs, notepad if in windows), and then paste it between [code]..[/code] tags.