Sharing your laptop's Internet connection isn't hard, but you need two network cards to do it. If your laptop only has a single wireless card, add a second wireless adaptor to turn your laptop into a Wi-Fi hotspot.
Photo by Sho Hashimoto
However, since many modern laptops only come with Wi-Fi now, you may need to add some hardware to get it working. A USB Ethernet adaptor is a decent solution, especially if your hotel only offers wired Internet, but who wants to carry a dongle around? Instead, add a "nano" USB wireless adaptor. It's easy to travel with and inexpensive. Just remember that you'll only be able to share a wireless Internet connection, not a wired one.
Panda Ultra Wifi 150Mbps Wireless N 2.4Ghz Adaptor [Cool Tools]