how do you share files between two computers using an ethernet wire?

You could use a crossover cable, then you can either use a wizzard to setup your network, or set IP/Subnet by hand, and make sure you got file/printer sharing enabled and non firewalled for that one connection.

Unless they're not on the web, I'd just get a cheap router instead (unless you got specific needs that makes it a bad option)

run a crossover cable between the 2 computers *this is if you don't have a hub or router* and make sure you have file and print sharing turned on on both computers. also.. check the IP addresses, subnets and workgroup. that should put ya in business.