If you can't or won't get one of those routers (it'd improve your computer's security if you did), then you'll have to either reassign IP addresses every time you want to attach to the empeg, which might require a reboot in Windows, or you'll have to have two IP addresses assigned on the computer. That would require two ethernet cards or, if it's possible to assign multiple addresses to one card (it ought to be, but it's Windows, so who knows?), a hub.

I still think that a firewall/router would be your best bet.