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In simple terms, a router is only necessary if you plan to share a DSL or Cable internet connection. However, using a router as the basis of a home network is the easiest way to share files, share printers and share the internet connection. If all you want to do is share files periodically from one computer to another, that can be accomplished by using a crossover cable (similar to an ethernet cable) to connect the computers together. Each computer would need an ethernet/network card installed.
What operating systems are your machines in question running?
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