Ethernet connection between Vista/XP

I just got a new laptop that is running Vista Home Premium 32bit. I have
an old desktop that is running XP Service Pack 2.

I want to move some files off of the desktop onto my laptop using an
Ethernet cable, which I already have.

I don't want to use wireless and I don't intend to connect the two to
the Internet. I just want to move files.

Can someone please explain to me how I can set up a network between the
two of them?