If you are using Win7 or better, you do not need additional software:
Create a file WLAN.bat for instance on your desktop. Add the following lines and save it.
netsh wlan set hostednetwork mode=allow ssid=MyNetworkName key=myPassw0rd
netsh wlan start hostednetwork
Right click this file and choose "Run as administrator". Now you have a new wireless network adapter, that you can connect to from android with
myPassw0rd as your password.
Finally enable Internet Connection Sharing on your PC's internet connection. (In Network and Sharing Center, click your internet connection, go to properties and got to the Sharing tab and allow to share the connection.)
Tested to work under Win7 / Android (Samsung Galaxy Tab).