You are not obligated to use an ad-hoc network. Connecting through a shared network (i.e. through a router) is perfectly valid, it just means that latency will be a little bit higher (200-300ms on average, rather than 10-15 ms with adhoc). This could very well be acceptable for you depending on your particular use-case. Lemur can work in both cases.
Many Windows users find it easy to use Hotspot software from http://connectify.me to manage their Wi-Fi and ad-hoc networks.