A cross-over cable is generally required to physically connect two computers without a router, hub or switch between them. This is a mechanical requirement as the wiring pin-out of a cross-over cable “crosses” the Tx (Transmit) and Rx (Receive) lines of the cable allowing the Tx line to connect directly with the Rx pin of the apposing network device, this function is often handled by a router, hub or switch. Your best bet to get one is to go to computer speciality shop (I.E. Not your local big box electronics store.), they will know for sure what you need and have reasonable prices. Once you have the cable, you need to set both systems to unique static IP Addresses.
This will allow any computer to talk directly to another regardless of age so long as they are configured correctly. Although some modern devices may support such communication over a standard “Patch” cable, I have rarely seen this work in practice and a cross-over cable is generally not much more expensive then the equivalent patch cable as only the pin-out is different.