Tartan Giant,
Here is a little article on Networking. It is a how to guide from 1999. It is very good info for getting started:
How To Setup a LAN
You can use a CAT-5e crossover cable.
If you have Broadband, and then you would want to get a Router and the use regular CAT-5e cables to connect the computers. But more on that if you have Cable/DSL.
Take Care,
Richard