You should be able to do it without all that fuss.
1. Get a good firewall on your main pc that will connect to the internet, work with it and make sure its very secure.
2. Connect your two pcs together and get them to work as a little network, make sure your pc's have permanent IP addresses, no this will not be a security rick bear with me.
3. When you havethem set up in network connections you should have two connections on display, now enable internet connection sharing on the connection with the internet.
4. on the second pc set the ip address up manually and enter the main pcs ip address as the gateway, you will also need to find out your isps DNS server address, this should be on their website.
i.e Main PC= IP address 192.168.0.1
second PC IP address 192.168.0.2
subnet mask for both should be 255.255.255.0
the gateway for the second pc is the IP address of the main PC.
5. Ensure that the firewall has the IP address of your second pc as a trusted connection or nothing will happen.
Its best to try nd get ll this set up without the firewall running and then when you know it works try to get the firewall going, then you will know if it dont work it is the firewall causing the trouble and it will be easier to solve.