If you are not using "Internet Connection Sharing", which automatically sorts out the IP addressing, then you need to allocate fixed IP addresses in the TCP/IP settings for your network adapters.
The most commonly used address ranges used for Local Area Networks are the 192.168.x.x ones, so give your two PCs the IP addresses 192.168.0.1 and 192.168.0.2 with the *SAME* Subnet Mask of 255.255.255.0 As there is no internet involved, you don't need to enter Default Gateway and DNS Server addresses.
Ensure the two PCs have individual names but are in the *SAME* Workgroup.
Any firewall software needs to be configured to allow access to the networked computers and this is normally done by adding their IP addresses in the "trusted" area.
At least one folder in each PC should be set as "shared" in its Properties to get the two PCs talking.
With Windows 2000 and XP Professional, you will almost certainly have to be logged into both computers with *identical* Usernames/Passwords to be able to communicate over the network.