Are you just trying to connect TWO PC'S to eachother, or are you trying to share an INTERNET connection through one of the PC's??
If you are trying to share an INTERNET connection, you will need either one of the following:
1. have a SECOND available NIC card (or extra ethernet port) on the PC that the internet will pass through (between the connection, and the 2nd PC)...
2. Get a switch or router to share the connection (MUCH easier to use if you plan to expand beyond 2 PC's).
If you are just networking TWO PC'S to eachother, then simply connect them together using an ethernet cross over cable, and assign IP addresses to each.... (not sure if windows auto IP thing will work)...
ex: PC 1 - IP ADDRESS: 10.1.1.1 SUBNET MASK: 255.255.255.0
PC 2 - IP ADDRESS: 10.1.1.2 SUBNET MASK: 255.255.255.0
Then config the PC using the document that csamuels linked earlier.