You can actually connect the computers directly using an ethernet cable such that it doesn't impact on the rest of your network. In the old days you would have required a cross-over ethernet cable, but most NICs are auto-sensing now. If you plug a cable into both computers do you get the light indicating a connection? If not (I'd be very surprised) then you need to source a cross over cable like this:
http://www.newegg.com/Product/Product.aspx?Item=9SIA91J43R9578&cm_re=crossover_ethernet_cable-_-12-296-258-_-Product
Once you get a light indicating connectivity, you'll need to manually give each PC a static IP address on a private range.
Are both devices running Windows?
Follow a guide like this one to assign separate static IPs to both computers: http://www.howtogeek.com/howto/19249/how-to-assign-a-static-ip-address-in-xp-vista-or-windows-7/
A couple of things:
- Make sure you're changing the IP for the Ethernet connection - not your wireless connection... changing the settings on your current wireless connection will result in you losing that connection (and Internet, etc), you don't want that!
- You want them on a different subnet to your current wireless LAN
- They need to be different IP addresses, but on the same subnet
- DO NOT enter a DNS server or gateway for the connection, you can just leave them blank
So something like the following should work
PC 1: IP 192.168.55.1 Subnet Mask: 255.255.255.0
PC 2: IP 192.168.55.2 Subnet Mask: (same)
Then from PC1, open File Explorer and put: \\192.168.55.2 into the address bar, enter the username and password, and you should be good to go over a Gbit ethernet connection.