I have the basic idea to get this done but im looking for some actual steps…
Goal: Connect a PC(XP SP3) to a LAPTOP(Vista SP1) to play Command & Conquer Red Alert 3.
we have a Modem, Wireless Router, 4-Port Switch, 8-Port Hub and tons of Ethernet cables.
I would like to connect the 2 without the internet. I tried connect them directly with each other with a single Ethernet cable and then tried to configure the network connections by setting up the IP addresses but it think i may be doing it wrong….

The easiest way would be to use a crossover cable. It looks just like a regular cable but the pins are different. You should be able to get one for $10 at Radio Shack.
If you are gaming, you’ll want to be wired. The other thing you could do is connect each of your PCs to the switch.
Either way, make sure your IP settings are set to automatic. Use ipconfig /all to get your own IP addresses. Use ping [address] to make sure you can ping each other. Look up those commands if you aren’t familiar with them.
Forget the hub, hubs are crap compared to switches.