or a wired one?
You'll need to run the networking wizard on both machines. Make sure you give each computer a unique name, but use the same work group name (MSHOME by default) on both.
Then enable sharing on any files and/or folders which you want to share between computers. If you're sharing an Internet connection on these computers do NOT enable sharing on the root of a drive. i.e. don't share the whole of the C drive for instance. You enable sharing by right-clicking on the file or folder and selecting properties. Then select the sharing tab and choose the appropriate settings.