What You Need
Unfortunately connecting two computers directly isn't as simple as waving my magic wand and wishing for it to happen. It isn't as simple as changing a couple of settings in Windows and linking them up with a cable you have sitting in your basement, either. You are probably going to have to hit the store.
Note: The easiest way to connect two computers that are nearby eachother is to use a crossover cable (described below). Alternatively, two computers can be connected wirelessly or through a router.
Most of us are familiar with the normal Ethernet, or Cat5 cable. You know, it's the gray (or blue, or yellow) cable that you use to connect your computer to your cable or dsl modem, or router. It has the plastic end connectors that look strangely like telephone connectors, but are wider.
You are going to need a cable similar to one of those. The difference isn't in the cable itself - in fact they look pretty much identical - but in the way the cable is wired. Normally when you connect two network devices the devices are differnet, ie: a computer and a router, a router and a modem, etc etc. However, two computers are similar network devices, and therefore must be connected differently. I won't go into great detail, but it has something to do with bi-directional simultaneous communication.
The normal network cable you're familiar with is often referred to as a Patch cable. The one you need to connect your two computers is called a crossover cable. You need to make sure that the store clerk knows what you're talking about, because you don't want to walk out with the wrong one. It needs to say crossover on the packaging.
Crossover cables, as mentioned above, have a different wiring scheme in the end-connectors than a Patch cable. The actual wire used is exactly the same, but the way the eight inner wires are arranged is what makes the difference. A network engineer, or just some kid that took a class in Network cabling like myself, can actually make a crossover cable with roughly $3, some end connectors, and a wire crimper. Barring that, you'll probably end up spending $15-20 dollars at the store for a 4-6ft crossover cable.
You're going to need to change some settings in Windows (on each computer) in addition to having the right equipment. We'll talk about those settings in the next article of this series.