If you have two and only two computers, I maintain that connecting them via a crossover cable is the simplest and cheapest way to go---if you already have onboard nic's on both computers, both computers run some modern flavor of windows, then you are in business for the cost of a crossover cable---with a router being just more piece of equipment to go wrong---and in fact, if I had a nickel for every thread here where a router crapped out, I would be a very rich man.---but if you are also connecting to the internet also----life gets more complicated in terms of how you plug in and share a modem.
But aceoftheskies, since you have not any details posted of what went wrong with your install using built in network install---we have three basic possibilities---(1) You did not do something right hardware wise---and as a result it did not work---an example might be using a patch cable instead of a crossover cable--or vice versa for a router--or one or both NICs are not enabled or working (2) There is one of more things wrong with one or both computers---a common example might be a corrupt winsock file---which is easily fixable---or you might have a software firewall that is not configured for networking on one or both computers--so the firewall blocks networking.---or lack the necessary protacals on one or both computers (3) Or you may be screwing up in setting up sharing--but if your network is basically working---and JackMDS setting may get you over the hump.
But if things are working---you don't need any help---but if things are not working---we need details on how you are wired and what happens so we may step by step help you troubleshoot. But as you make progress testable things happen on both computers.--can each computer can ping each other--network addresses get assigned--and things that show a state of progress--or lack thereof---can be tested step by step.---and as tests are failed--it often pinpoints areas to look at.
