Est is right, you cannot hook up directly with the USB cable as it will short everything out, burn up the computers, and light the house on fire. (well maybe not that far)
You can do a direct connection between the two, but you need a ethernet cable called a cross over cable if you're going to do it directly with no hub or switch in the middle.
I'll make one for you if you want it. There's a lot of directions out there on how to setup the connection between them too.