The easiest way is to use Windows own networking wizard to set your home network up.
You will need to tweak ZoneAlarm to allow traffic through and render each PC visible to the other.
There are two other ways, depending on whether the hard drives on both machines are FAT32 or NTFS. Rather than go down the manual road though, I suggest you create a folder on each hard drive and call it computername_share where you change computername to reflect the name of your computers.
So you could have desktop_share and laptop_share or ronin_share and kodachi_share or whatever.
Once you create your folder, right click on it and select 'Sharing and security'. If your hard drive is FAT32 you can share the folder by agreeing to enable simple file sharing.
If your hard drive is NTFS and you have simple file sharing disabled (which you should for security reasons on NTFS) then you get to specify more options in your shared folder.
The effects are more or less the same though, in that you basically tell the folder that yes, you do indeed want to share it and its contents with other network users.
Open up Control Panel then Network Connections.
In Network Connections go to the top right of the page and select either 'Create new connection' or 'Set up a home or small office network'.
Follow the prompts and after you finish the first machine agree to create a floppy disk to use on the other (assuming it has a floppy drive).
It's all wizard driven and normally works a treat.
If you get into trouble post with details.
ZoneAlarm will be harder than setting up the network shares...