In your past system you were most likely using NETBEUI protocol.
Sound familiar?
NetBEUI (NBF) is a protocol suitable for small networks. But, support for this protocol in Microsoft Windows has been discontinued in XP. It is not installed, nor is it available by default under Windows XP. However, the NETBEUI drivers are still included on the WinXP CD-ROM.
\VALUEADD\MSFT\NET\NETBEUI folder.
To install NETBEUI,
1. Copy nbf.sys into your %SYSTEMROOT%\SYSTEM32\DRIVERS\
directory
2. Copy netnbf.inf into your %SYSTEMROOT%\INF\ directory
3. Open Network Connection Properties under Control Panel
4. Click the Install... button to add the NetBEUI protocol
Using a crossover cable might work. It used to be a cheap and
easy way to connect two computers. But some NIC (especially newer ones) don't like the connection.
If it does not work, don't fret. Routers are fairly cheap now and are highly recommended for faster and reliable transfers.