I tried turning my WiFi adapter into a softAP using the tutorial on Afterdawn, but when it came to setting up Internet Connection Sharing, it just didn't do what it was supposed to and I ended up losing the net for an hour or so (though I knew what was wrong but couldn't remember for the life of me how to change my static IP settings).
There's no quicker way, is it?
And, it would just be for the save files, really. Though I'm a bit worried that I'd just back up my saves, then acquire a ROM, and it wouldn't be the same version? Slim chance, but I'd rather not have to spend 4 hours backing up a game.