[URGENT] Connect 3 laptop wirelessly to play LAN games

This is pretty much a noob question but I needed the answer fairly quickly.

I'm looking to connect 3 laptop wirelessly, one using Win7, one vista, one XP (I think they should all be compatible). I'm looking to play some games with the other 2 people and since WE WILL BE IN THE SAME ROOM, so no need for internet etc.

I just want to know how to do this without a router. I think this is call an ad hoc wireless network.

Please help guys.

EDIT: I see that you go to "Network and sharing center"
Then click "Set up a new network or connection"
Then a window pops up and you go down the list to select "Set up a wireless ad hoc (copmputer-to-computer) network"
And then just follow the thing through.

So will XP have the same procedure?

if you want ad-hoc, in XP i don't know where is it.. But if you got a wireless router, just use that... then u can solve all the trouble for ad-hoc from XP.

Since its a ad-hoc network, just let the Windows 7 computer to be the 'HOST' for 'ad-hoc' then all of you just connect to the Windows 7 ad-hoc network.... (windows zero config...>Connect the ad-hoc network...) (May not work coz i never tried it)