It's not hard to set up the crossover cable to share files or the Internet. There are instructions dotted about the Internet. Allow 2 minutes to do it, and a couple of hours to find the right set of instructions that actually work for you.
I have (somewhere) one of those USB link cables. It used to work very well. I didn't use it for several months, and when I next tried I got all sorts of error messages about it. Something got "fixed" in XP, and thereafter the particular software package that came with it wouldn't work.
Enquiry found one package that was guaranteed to work, but it was about £60. Soon after, I bought a router and connected all the machines via that. Sharing drives and folders was easy, and the firewall in the router seems to provide adequate protection from outsiders.
The great advantage of using a router is that I can take my laptop to the Norfolk hideaway or one of my daughters, connect to the LAN or WiFi network, and access my files at home if I wish. That has proved extremely useful a few times.