Can anybody give me step by step directions on connecting two
Windows computers, both running XP, together using and Ethernet cable.
I have a lot of Rhino files to transfer from my old broken windows
computer to another working windows computer.

You need either a cross over network cable or a switch/router/hub. I
think your router will work with no router reconfiguration. Just plug
them both in and it will automatically give out address to both
machines. Then try the file sharing below.

Network settings when plug into a hub or switch (not router)

"File and Print Sharing for Microsoft Networks"

"Intrernet Protocol(TCP/IP)"

setup a TCP/IP on both machines:
ip-machine1: 10.10.10.1
ip-machine2: 10.10.10.2
netmask: 255.255.255.0
no gateway
no DNS

File sharing:
You can do file sharing without setting anything up if you have the
administrator password or your account has admin privileges. The
"admin share" for C: is C$
Just type into explorer address bar:  \\10.10.10.1\C$
For D:    \\10.10.10.1\D$

Those are backslashes. In the Windblows word thay are comunicated
verbally as whack.
So the address above is "whack whack 10 dot 10 dot 10 dot 1 whack cee
dollar sign".