Yeah I initially had the same idea with a cable directly between the two. I think I also might have one of those usb wifi receivers someware in a drawer. But I have bad experience with it in the past.
I've heard somewhere that if you connect 2 pcs with a direct cable the rj45's connections should be mirrored and not standard. I have a lan hub to solve this (rumored) issue, but is this really neccesary?