yup. My wife and I have the same setup, only with a linksys router. Just create a folder on whichever the 'main' pc is, call it 'shared', or something equally easy to remember (I think I called mine 'wife's junk'

).l
Right click start > explore > navigate to the folder you created > right click > properties > sharing (assuming you have xp here) > tick 'share this folder', share it as the folder name > go to the other pc > start > run > type \\othercomputername\ > enter, should show up there. If it does, then you can just right click on the desktop and create a new shortcut using the \\othercomputername\sharedfoldername as the target, and you should be good to go.
Let us know how it goes.
thanks,
v