It depends on how you are connecting your computers together. I am assuming you are using an RJ-45 cable (similar to a telephone cable).
If you are connecting the computers directly together, without using a hub(both ends of the cable are connected to different computers) you will need a special type of cable. I don't know the exact name of the cable but I'm sure if you tell the salesmen helping you that you need an RJ-45 "Null modem" style cable he'll know what you mean.
Explanation of whats happening ...
Your cable has x amount of wires. One of those wires is used to send data and one is used to receive data.
computer A ..............................Computer B
Rec. ----------- ------------------- Rec.
.....................\../
......................\/
....................../\
...................../..\
Send ----------- ------------------- Send
when the signal goes through a hub it croses the send and receive wires internally. This in effect allows Computer A to send data on the send wire, the hub transferes the data from the send wire on Computer A to the receive wire on Computer B allowing it to read the data.
When you connect 2 computers together without a hub you get the following
Computer A................................Computer B
Rec ------------------------------------- Rec
Send ------------------------------------- Send
Computer A is sending data on the send wire and computer B is receiving data on the send wire. It is not able to receive data on the send wire therefore no connection.
A null modem cable attaches the send wire on one side of the cable to the receive wire on the other end, accomplishing what the hub does.
If you are using a hub and you are using TCP/IP transport protocol make sure thet you have the proper config. Make sure that both computers are using the same subnet mask.
If you use NetBeui you should not have a problem connecting the 2 computers together (no config. needed), but you will need TCP\IP if you plan to access the internet.
If you need to buy a null modem cable compare it to the price of a hub. For the small price difference you are better off buying the hub. With a hub you can always connect more computers if needed.
I hope this helped
Ron