I tried to establish a direct cable connection between my latop (FSC Amilo 2010 Pro) and my desktop PC (both running Win XP Pro) following the guide on microsoft.com, but when I tried to configure the connection on the laptop, the "connect directly to another computer" option was grey (inactive). Could it possibly be something with the laptop hardware or some additional drivers need to be installed? Does anyone have any idead what the problem could be?

Might be part of a domain with some sort of group policy? Even if you are not an admin on a local login you should at least get par or com ports. No additional drivers are required. This is the same as old dos interlnk/intersrv. Do you have a way to use a roll over/cross over cable to go between the network interface cards(nic)?

Yes, the computers' NICs are connected via the cable which is distributed with the laptop (i'm not sure if it's a roll over/cross over cable - it's the one with the same plugs on both ends). According to the manual on microsoft.com, I made both computers part of a workgroup and then created network connections to each other. With the desktop PC everything was just fine with that, but on the laptop, the Control Panel -> Network Connections -> Create a New Connection -> Set Up an Advanced Connection -> Connect Directly to Another Computer option is simply inactive. The NIC is working, I've tried it with my internet, so I guess the problem is something with WinXP settings... But what?