You could manually set your NICs' IP addresses to 10.0.0.1 and 10.0.0.2 respectively, subnet mask 255.255.255.0, and link them directly with a crossover cable. If you have broadband, then you probably should just grab an inexpensive router (Netgear RP614, Linksys BEFSR41 or so forth) so they can share the Internet connection too.
If you need more networking help than that, then you might want to mark this post "moved to Networking" and post your further questions in the Networking area 🙂