I tried following a cupple different directions to connect my PC to my Laptop, but it hasn't worked. I have the cord that is required. Can someone help me?

Have you tried:

start > Control Panel > Network Setup Wizard

I tried that, but it said, an error has occured.

Ok, what are the OS' that they're running? What kind of cable are you using? I assume your going to create a LAN. You'd need a switch in order to do that. That way you can transfer all folders to the other computer or vis versa. You need to make all file share-able. Otherwise, you won't get didlly squat

Jake the post is in the XP forum so lets assume this member is running Windows XP. And no you don't need a swith to share the internet connection, you can use ICS with a crossover cable. More information Here