you could go the crossover cable route you would require 2x network card 1x crossover cable
1x floppy disk.
Downside both machines would need to be on to share internet connection, not really viable if you are on 56k dial up
as for anti virus for ME machine you will need it if you are connecting to the internet
these are free for non comercial use click here click here
If you are on 56k modems are relativly cheap these days so it may be an option to install one on the ME machine