You could connect them by parallel cable, a cross-over ethernet cable, connect both with a normal ethernet cable to a hub, etc. and just set up a direct connection between the two computers. And this connection need not be temporary!
If you have WinXP, setting up a direct connection/home network is a breeze. Just look under help+support centre for details on "home networking." If you have further problems, post here...
By the way, I hope the info I provided is correct...