Need help with home network and internet.

I have our home network(between my brother's comp and mine) set up and working with just a crossover cable. My brother's computer is the one with the internet connection(56k dial-up) and i can get my internet through him. The problem i'm having is that when we're playing games over the lan, his computer wants to keep dialing to the internet, probably because mine is requesting the internet. This is very disruptive to our gaming. How can i stop mine from requesting the internet, but still keep the lan active? Zonealarm(on my computer) seems to either do nothing, or block both the internet and lan. I can't seem to get it to stop just the internet, but not the lan. Any suggestions?

if he has XP then go the Advanced tab for the connection properties and uncheck "Establish a dial-up connection whenever a computer on my network attempts to access the Internet"