If you're using MS Windows you can go to the network settings the create home network (do this on the main computer you want to be the server).
Run through the wizard ticking the options you want, like file sharing, share internet connection and printers etc.
When you get to the end of the wizard it'll ask you to create a set up dongle (usb memory device) this sets up the network connection and security settings on the usb dongle. Then press finished.
Then go to your other computer (the one you want to connect to the server) and inser the usb dongle. This will show up on the computer when it's recognized by Windows. It will also show up on your server screen that another computer is trying to connect and ask you to accept or reject the device. Click accept.
Note: The above settings may vary depending on the settings of your computers and firewalls etc. but basically that's all you need to do. If you get stucj there's a walkthrough guide when you click help on the create home network wizard.