connect the crossover cable to both machines. on both machines, right click on my network places (should be on the desktop, may not be though. if not go to your control panel then network connections) right click on their local area network connection and click properties. Scroll down to Internet Protocol (TCP/IP), select it and click properties. Set the first machines IP to 192.168.1.2 and the second machines IP to 192.168.1.3 . Set both of their subnet masks to 255.255.255.0 and their gateways to 192.168.1.1 (this isnt really needed unless they are used to connect to the internet using this connection). It is also possible to set their gateways to 1.0.0.1 if you dont want to bother with putting in 192.168.1.1. You should be set. Host a game on one of them, and use the other to connect to it in game using the hosts IP address
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