If you are trying to connect to the modem with a laptop or some other wireless device. To save time and headache trying to set all that up just get a wired router since the two computers are right next each other. Any one of these will work for you. Plus you get better speeds if both comps are hardwired.
http://www.newegg.com/Product/ProductList.aspx?Submit=ENE&N=40000028&Description=router&name=Wired Routers
doing the crossover is the cheapest route to take since the most you will need to buy is a couple of nic's, and you can actually have internet on both doing this but it's kind of a pain to setup if you don't know how. I have a wireless router only because I have a laptop that uses it, but, if I didn't have the laptop I wouldn't have the wireless router.