Check Windows Help for create network, or something like that, and they'll be directions. If I remember correctly, you need to use parallel cable but not absolutely certain but you don't need need any additional software. If you want this to be a permanent connection, Suggest you get a wireless router, $40 to $60, and a wireless card, $30 give or take.
If you just want the two computers connected, cheapest route is to use a "crossover cable". Its a special cable that switches the send and receive wires so computers can talk without need of another switch.
Other way is to use a router. This will connect both computers and also allow both of them to access the internet if you're using DSL or Cable internet.
Parallel cable would be tooo slow for any kind of real network use.
Wondering if this is the same as a "crossover cable"?
BELKIN A3L791-10-BLU-S 10 ft. Cat 5E Blue RJ45 CAT5e Patch Cable
Just wanting to connect two relatively new computers together with what I understand is an Ethernet.