You'll have to pick up an ethernet router. Standard household routers are pretty cheap now days. $50 - $100 will get you a decent one with a built-in firewall. D-Link and Linksys both make respectable boxes.
You could also put a second NIC in one computer and make it a server for intents and purposes. The router is a better way to go though. Less hassle, plus preconfigured, etc.
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