Quote Originally Posted by SourceChild View Post
I know it is mentioned to connect with an ethernet cable.
This is a simple thing you've probably already thought about but you can only connect computers directly to each other if you use a "Cross" cable. (A cable with TX and RX pairs reversed).
Macs are Auto MDI/MDIX - ie you can use either a 'cross' or 'straight' cable to connect between 2 of them.

However, some hubs/switches may not be - so best to use 'straight' patch cables.

http://en.wikipedia.org/wiki/Medium_dependent_interface

S