there shouldn't be too much troube installing networks without the disk. first make sure that the cable to have to connect the computers to each other is a crossover cable, it won't work any other way.
once you have the cables plugged in look at the network properties on each computer, specifically look at the TCP/IP properties, make sure that the IP addresses are in the same range, so the number should look identical in all but the last group where one should be more than the other one. (though it doesn't matter which one)
Make sure that the subnet addresses are the same.
on the windows 95 machine set up the box marked gateway to be the ip address of the windows XP machine, it should be fine to leave the gateway box of the XP machine blank, with the addresses set correctly, and setting the subnet and gateway you have now done all that the network startup disk would have done anyway!
if that doesn't work...
Assuming that you have direct connection components installed with your windows 95 computer you coulkd use a serial connection, you'd have to buy a serial crossover cable to connect them though, then you have to setup a new network connection in windows XP telling it to listen for connections on the serial port, then you have to tell windows 95 to make a connection on it's serial port.
and if that doesn't work...
there is always floppy disks! what was the problem in connecting the harddisk from the windows 95 machine into your new XP based computer, surely they are both IDE hard drives? al you need to do is set the jumpers on the second drive to make it the slace drive and plug it in with a duel headed IDE cable... Or you could leave the jumpers on the wnidows 95 hard disk, unplug the CD drive and use it's plug to plug in the hard disk whilst you copy the information accross.