Networking Via Adsl modem+Router.

i want to transfer files between two computers.i have a Router+Adsl modem i want to network two pc one is running windows xp and other is running windows 7.i plug both pc's cable in Router and LAN card...after that my network places shows below picture i didn't configure anything..
http://www.freeimagehosting.net/newuploads/y8kwj.png
when i click other network pc it ask me user name and password..like bellow....
http://www.freeimagehosting.net/newuploads/r1mdc.png
i never did networking....please help me how can i transfer files between two pc's while internet don't stop...
sorry for my poor english i can explain more if you want...