to connect the destop and laptop you would need a crossover cable, which are quite cheap or you can set it up using a router which may be simpler
for setting it up with just the cable you can use the network setup wizard on windows which i have never used or you can configure the computers manually
once you have connected both computers with the crossover cable (ill see if i can remember this its been a while since ive had the need to do it)
navigate to the control panel and find the network adpated you have plugged the cable into right click choose properties and get to the section where you can configure the ip address
choose configure ip manually
set pc 1 ip as 192.168.0.1
and subnet mask of 255.255.255.0
then choose advanced and the wins tab and make sure LM host is enabled and so is net bios over tcp ip
save the settings
on the second computer
set the pc 2 ip as: 192.168.0.2
sub net as: 255.255.255.0
check lmhosts and net bios is enabled again then save
you should now be able to see files on the other computer via the shared folder, only
files you have selected to share will be viewable other wise they will be empty folders.
everything should work now