Follow this steps:
1. Connect the two computers with a Crossover cable inserted in the computer's network card.
2. Go to Start -> Control Panel -> Network Connections.
3.Right click on your Local Area Connection ethernet adapter and choose Properties.
4. Select Internet Protocol TCP/IP and choose properties.
5. Set the IPs like this: 192.168.1.1 with the subnet mask of 255.255.255.0 on the first computer and 192.168.1.2 on the second with the same subnet mask.
6. Choose OK and close.