If both computers need to connect to the Internet you need a router - like this (if you have cable, it will plug into your cable box)
http://www.netgear.co.uk/home_wirele...le_routers.php
Or this if you have ADSL broadband -
http://www.netgear.co.uk/home_wirele...nd_routers.php
If they never connect to the Internet you can use a device called a switch instead.
For each computer you need a network card in each one. It can either use cables (to lead to the router) or be wireless. Your computer might have a network card built in... if it does it will have a what looks like a telephone socket on the back - although bigger so a telephone line wouldn't fit.
A lot of laptops have wireless networking built in but if you need to buy a wireless network card you need something like this
http://www.amazon.co.uk/Netgear-WG11.../dp/B0002LHX8O or this for a laptop
http://www.amazon.co.uk/Netgear-WG51...966226-7160758
Once you've got everything connected there is a Networking wizard on Windows you can run on each computer to set it up. You can then set a folder on each computer to share documents. You might also have to run a wizard in your Firewall program to allow the network to work.