Or better yet, get yourself a basic 4-port Ethernet router. A router will allow all your computers to share your connection WITHOUT having to connect to a "host" computer that must be connected, and up and running.
But beyond that, a router provides a HUGE layer of security by as it assumes the IP address assigned by your ISP, and then it assigns the connected computers (or printer or NAS, etc) a unique ID, effectively hiding your system from the Internet.
Oh the other machin is an XP machine
Then I suspect you need a Ethernet "Crossover" cable