As you have a "Netbook" and a "main PC" both running Windows XP, do they not both connect to a router for their internet access? If so, then they are already "networked" and capable of sharing folders and printers without the need for any additional connections.
Alternatively, provided both have an ethernet port, they can very simply be networked by connecting them directly with a *crossover* ethernet cable and without the need for any additional software.
I'm not familiar with the USB to USB links but do you perhaps have to set the folders that you want to have available over the "link" as Shared as you would with a conventional Windows network? Do Firewalls need to be configured to allow access as they would with a network, although this would only be the case if the connection was running over TCP/IP protocol.