Ok, I know exactly the answer to your question. When you have a cross-over or twisted cable, it is because you plan to use ICS (Internet Connection SHaring).
The computer that receives the internet will need two network card (one for the internet connection and one for the c/o cable). The crossover cable connects in the network cards of the two computers you want to link.
Once you have done this, on the computer that has the incoming internet, click on Network Connections and their you should see you incoming internet connection probably marked Connected, Firewalled.
Now right clic on it and then properties. In the advanced tab, check >>I want to share this connection; apply then Ok. You will probably have to reboot, because windows will have to install some components and you may be prompted to insert your XP CD. After you reboot, you should have two network icons, and if you go to lyour network connections window, you will see that your internet connecting in now Connected, Shared, Firewalled., and there will be a second icon and it will be labeled connected, firewalled.
If you go to your second computer if it has XP, click on internet explorer, you will have a detecting proxy setting and bingo, your online.