"slow" but reasonably simple to set up = DCC (direct Cable Connection); you need a specific type of parallel or serial cable. Software you already have if using '95/'98(ME)/W2K/NT4.
Pure DCC tutorials at:
http://www.lpt.com/Support/DCC-SetUp/dcc-setup.htm
http://www.wown.info/j_helmig/dccmain.htm
Faster and equally simple to set up: a simple peer-to-peer network. You need a NIC in the desktop, and a laptop equivalent. A cat-5 utp cross-over cable between them; software you already have in each OS.
How to set it up?
http://www.lpt.com
and look for windows networking section.
similarly:
http://www.helmig.com
covers it all from basics upwards.
The lpt.com site 'windows networking' section is effectively a mirror of helmig.com; but it includes full graphic display - some of which are restricted in helmig.com (to preserve bandwidth etc.). But check out both sites.
Regardless of which route you use DCC or a NIC etc.) - simplest protocol to install = NetBeui. '95 installs it by default; other M$ OS install tcp/ip. Unless you want to share isp connections between the two systems, suggest you remove tcp/ip and install/use NetBeui. It is fast, least demanding on system resources; easy to setup and use - but it is non-routable and thus cannot allow access/sharing of a an isp connection; for this you would need tcp/ip.
D-Link/NetGear/SMC all make good inexpensive (PC) NICs; Realtek is another - often badged/sold under other names. The laptop equivalent items are not known for their cheapness...
A DCC system does not allow for/permit any future growth/expansion of the network. The more commonly used 'NIC in each PC etc.', does allow for future growth. This especially if you used a hub and standard (non-cross-over) cables - rather than the NICs + cross-over cable approach suggesetd already. The cross-over cable route is obviously cheaper than buying a hub (as well as the NICs), and thus may be more appealing on this occasion?
If cash is an issue... check around carefully for inexpensive laptop network adapters; the prices do vary...; and the DCC approach may be the cheapest route for you - but with the contraints outlined above.