It's actually simple as long as your equipment can handle a few things.
First of all, you need XP to be able to spoof the first ocet in the MAC address. (Vista and up can't do that due to magical standards).
Then you need two network devices. A Wifi card that is capable of being in AP mode (I use edimax ew-7128g based on the RT2500 chip that we used in the old days to make ourselves Access points and play metroid prime hunters online) and a second device be it lan or another wireless to connect to the internet. The rest is as simple as changing mac on the Card that will be AP to the one you want, and marking internet sharing in the properties of the device that will provide internet connection.
I will recommend TMAC for the mac changing since it's got a nice GUI, you will see incoming traffic and it restarts the card whenever you change the MAC so it's easier if you want to "visit" a few zones in a quick succession.