"Create an ad-hoc network on your computer. On Macs, just click on the Wi-Fi icon in the menubar and select "Create Network." On Windows, set up internet connection sharing."
Most linux distros just require setting the ssid some something unique and then changing the connection type to Ad-Hoc. For example, in gentoo (my distro.) all I need to do is add two lines to /etc/conf.d/net and I am done. Ubuntu probably has a graphical app to do the same thing with otehr distros filling in somewhere...