I have had a google cant find a pc based 1.1.1 jailbreak but I think I remember originally jailbreaking via pc. Also when you get to 1.1.2 you need to install oktoprep which requires a wifi connection
Yep, you can. That's how I jailbroke mine. If I remember correctly, the Mac one was called iJailbreak, and the PC version was TouchFree. I had to do it the hard way, with iPHUC. I was too anxious.
Failing some sort of application, I'd create a computer to computer (well iPod I suppose) network. No router required. Do you have a Mac or PC with a wi-fi card installed?