You can use cat5 is you wish. You have either get a cross overcable, or have a hub attached between the two. Then you only need to connect to the computer via the gui. You will have to assign an IP manually if it's win2k, but xp will create one. Once you have an IP, then type this in the run dialog
\\IP\c$
press enter and then wiat for the password prompt. You will need to enter either an administrator account name and password or if you have valid admin acounts on both machines that are named the same with the same passwords, it will actually let you pass though without prompt.
Good luck