Steve - it's been a while since I tried this out.
If you have a properly wired crossover cable, you should be seeing link
lights and activity lights at both ends of the wire--do you?
You need to have File and Printer sharing for Microsoft Networks loaded.
It is easiest if you set the connection to show in the system tray when
active.
The trick is knowing the IP addresses of the two machines.
At a command prompt, type in IPCONFIG and hit enter.
You should see an IP address in the 169.254.xxx.yyy range.
Ditto at the other machine.
At each machine to Start, run, \\169.254.xxx.yyy (using the number of the
other machine)
You'll need to share some folders, and be using usernames and passwords that
are defined on the machine you are connecting to.
What versions of Windows are involved?