Well, there are several options.
1. network cards are cheap (in my country prices range from $5 apiece). but you have to open up your cases and install them (unless you buy external network cards, which are more expensive; $25 in here).
a) you can either connect your network cards directly
b) or you can get a hub/router (but you don't need it)
2. wireless network could be neat, they are usually external, but even more expensive ($50 apiece here). OTOH there is no annoying cable.
3. Connect your computers via a special USB netlink cable which emulates LAN (costs some $15 here, but you only need one). Easy to install and use, but the cable usually isn't too long (your computers need to be close to each other). You need a free USB 2.0 port on each computer