windoze supports PPP or SLIP connections through the parallel port (that's what the "direct cable connection" is). I'm not sure how the data is actually transferred, ie. which wires/bits of the parallel port are used, but it might be possible for the Amiga to connect this way.
Using the program PC2AMIGA I get 20KB/S in one direction and 30KB/S in the other (A2000 w/ 030 25MHz) so I'm guessing that is as fast as it will go. With two PCs connected together with the same cable (using "direct cable connection" or INTERLNK) I get 50KB/S