Unless this is a one-time short term need on a tight (or near-zero) budget, the best thing to do would be to get a couple of ethernet cables and a cheap hub and network them, or even a single ethernet crossover cable, which you can make yourself.
(There are basically two "patterns" for wiring ethernet cables, 'A' and 'B.' Using the same on each end results in a standard eithernet cable; using a different one on each end results in a crossover. Google is your friend for the patterns, e.g. orange/white,orange,green/white,blue,blue/white,green,brown/white,brown is the "B" pattern; http://www.incentre.net/content/view/75/2/).
Hi newcomer and welcome to the Tom's hardware forum.
1- This's not the correct section of the forum.
2- If you want connect your laptop directly to your desktop, you need a Crossover cable.
3- If you want connect your laptop to your desktop, and additionally, you want that both machines have Internet, you need threestraight through cable and a router.