Assuming that you don't already have a network router, you can get a switch/hub to connect the two together, then use Windoz' Wizard to set up a simple network. You can buy a switch very cheaply - for example here:
5 Port 10/100 Fast Ethernet Network LAN Switch hub RJ45 on eBay (end time 09-Jan-10 15:10:36 GMT)
and lots of other places for not a lot more than a tenner.