How do I directly connect two computers?

A normal ethernet cable won't do. You have to get a cross connector crimped from a computer shop. Just tell them the length of the cable you need, and ask then to crimp it as a cross connector. That is the one use for pc to pc connection.

Once the cable is in place rest is just detecting each other.

Should be 'How do I transfer big files from one computer to another'

you can use serial cables...somewhat slow

you can use wireless ethernet-configure for ad-hoc connection

you can use a crossover ethernet cable, make sure each has auto configure connection

you can use regular network cables from the computers to a hub or switch

you can use USB cables

you can take the hard drive out of one computer and hook it up as a slave on an open IDE slot, transfer the files and then put it back

you can use USB drives; 2Gb is cheap, less than $100

you can use CD-RW or DVD-RW disks

You first must have an ethernet network interface card (NIC) in both computers to use this method. If you are using ethernet cards with RJ45 jacks (similar to a phone jack but wider), you simply need an RJ45 to RJ45 Category 5 Crossover Cable. However, you do not need a "crossover" cable if you are connecting the two computers through an ethernet hub. In this case you just need two standard Category 5 patch cables to connect to the hub. Most computer shops sell both the ethernet NICs and the crossover/standard ethernet network cables to do this. Regarding the "software" side of connecting the computers, you will probably need to assign TCP/IP, NetBUI, or IPX networking protocols to your ethernet network adapter card (found in Start --> Settings --> Control Panel --> Network). If using the TCP/IP protocol on your network adapter, you will probably need to assign different IP addresses and the same subnet masks to the TCP/IP properties of each computer: Computer 1 could be IP 192.168.0.1 & subnet 255.255.255.0, and Computer 2 could be IP 192.168.0.2 & subnet 255.255.255.0. You might also need to type in the same Workgroup Name in the Identification tab.

You need a cross-over cable or a hub between them. A cross over cable you can plug one straight to the other. You plug both into a Hub (or switch) with the regular ethernet cables.

Give them IP addresses manually. I won't explaine but make the one 192.168.1.10 and the other 192.168.1.20. Subnet 255.255.255.0 and just call the 192.168.1.10 the gateway.

That gives you a small network and they can talk to each other now. Start>Run \\IPaddress (of the other machine) will open up any shared resources.

It depends how much you are trying to transfer. U can use a USB Flash drive. They cost about $44 for a GB, or about $70 for 2 Gigs. Or U can use a dvd. U can make a data DVD, and put up to 4 Gigs on that.

There are hardware issues as well as software issues. For instance, the guy just above here mentioned cables but not if you have a NIC card.