You can see how to set the sharing preferences on Leopard here. First set the drop-down list for the Share your connection from setting, then check the box for Ethernet, and finally you can turn the sharing on with the check box on the left next to Internet Sharing. The internet sharing check box won’t get enabled until you set the other two settings.
You can ignore the remote management and remote login checkboxes.
As iwamoto said, a straight through ethernet cable should work; your MacBook Pro should automatically switch the transmit and receive for you.
winblowzxp is also right; this is not a good long term solution.