connect two computers using cross over cable (one end 568a-other end 568b).
Your firewall should be disabled.And the ip address should be of same range.
eg:-computer A:-192.168.0.1 and computer B:-192.168.0.2.no need of server operating system.any operating system will work out .Best of luck.
/////////////try this solution and inform me about the result /////////////
Mmmmk, going to clarify this a little bit. Any "firewalls" native to the individual PCs could be disabled, or could be set to allow whatever you are trying to do with the crossover (like allow ssh or ICMP or something). If these systems are connected by crossover, then they are directly connected and there is no need to work with any other machines, so don't disable any other firewalls on your network.
When setting the IPs, you need to make sure that you have all the same network information, which includes subnet - in the case above, you probably want anything along the lines of 255.255.255.0 through 255.255.255.252, but make sure they are the same on both systems.