I'd use the built-in Windows "Internet Connection Sharing". It turns the Windows 2000 / XP box into both a router and DHCP server when enabled which is a pretty foolproof setup. I have my Amiga, Mac, and Gamecube all connecting through it.
You'll need to enable this on the Windows side first. Go to your "Network Connections", right-click on your dial-up connection, select 'Properties', and then go to the Advanced tab. Select both the 'Allow other network users to connect through this computer's Internet connection' and 'Establish a dial-up connection whenever a computer on my network attempts to access the Internet'. You may need a reboot at this time. That's it for the Windows configuration process.
On the Amiga side, you'll have to set Genesis up to acquire an address automatically using DHCP. (DHCP is an automatic IP addressing system so you don't have to configure an address yourself on client PCs.) I've never used Genesis, personally I have a registered copy of Miami, so you'll have to go through the config screens on your own to figure this out. But it shouldn't be that hard as it's only a checkbox or two in Miami. That should be it.
If Genesis reports the acquired DHCP address, it should be in the address range of 192.168.0.xxx. This is the range which Windows Internet Connection Sharing uses.
Upon attempting to access an Internet address (whether it be through email, web browser, or whatever), the Windows PC should begin a dial-up connection with your modem. The Amiga may time out on the first try as the modem is establishing a connection, but wait a few seconds and try again, it should route the network through the Windows PC and work.
It sounds like your crossover cable is working as the Windows PC is detecting the connection and displaying an icon in the system tray. In the long run you may want to get a hub or switch though.
That should be it. (?!?!?!)
:-D
