You need a router with several inputs (4 is normal), a lan card in each system, and lan cables from each system to the router. Don't get a USB modem, as that will be much more difficult to integrate with two systems.
Another approach is to get a wireless router - then you need a wireless card for the further syste, but still better to use a lan card for the system close to the router.
Wireless adapters can be used instead of lan cards, which fit a usb socket.
Personally I prefer to cable wherever feasible - it tends to work right off, and you avoid security issues for the wireless link.