2 computer network. What do I need to get started?

[Blue Sheep]

I'm thinking about networking two computers together for most likely gaming use. But I haven't a clue about what I need to do this.
Is there anyway of having a temporary connection? One which can be disconnected easily. Or is that not possible.
Do I need network cards? Or would I be able to connect them by just using a simple cable.
I'm also a student so I need a fairly cheap solution.
Any help would be greatly appreciated. Thanks!

[a|acr|ty]

If you don't need to share an internet connection, simply connect them using a serial/parrallel cable using direct cable connection in windows.

If otherwise, you'd have to set up a network, which i have no experience on, but you could find some articles how to do it on this site or wait for someone else to explain.

[DFastLane]

The best way would be installing 100mbps ethernet network cards in both machines and connecting them with a CAT5 crossover cable. You can get two cards and a cable for about $30, so it's not a bad deal for the performance.